+148.4%
MS vs RBRK
+124.5%
+23.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.2% |
| 7D | -1.5% | -7.5% | +6.0% | -0.2% |
| 30D | -1.5% | -10.4% | +8.9% | -0.1% |
| 3M | +1.4% | +21.3% | -19.9% | -3.2% |
| 6M | +34.7% | +50.6% | -15.9% | +22.3% |
| YTD | +22.7% | +13.3% | +9.4% | +16.9% |
| 1Y | +40.1% | +11.2% | +28.9% | +32.8% |
| All | +148.4% | +124.5% | +23.9% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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