+79.0%
MA vs RKT
-8.7%
+87.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.3% |
| 7D | -1.8% | +6.0% | -7.7% | -2.3% |
| 30D | +1.4% | +0.7% | +0.8% | +1.3% |
| 3M | +17.7% | +11.8% | +5.9% | +16.2% |
| 6M | +9.7% | -7.6% | +17.3% | +9.6% |
| YTD | +0.5% | -28.7% | +29.2% | +2.4% |
| 1Y | -2.1% | -32.6% | +30.5% | 0.0% |
| 3Y | +40.1% | +42.1% | -2.0% | +28.9% |
| 5Y | +67.5% | -7.2% | +74.7% | +53.8% |
| All | +79.0% | -8.7% | +87.7% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RKT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling