+149.5%
MS vs RBRK
+130.1%
+19.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | +1.7% | +1.9% | -0.2% | +1.3% |
| 30D | 0.0% | -9.3% | +9.3% | +1.2% |
| 3M | +3.0% | +23.8% | -20.8% | -2.0% |
| 6M | +35.7% | +55.4% | -19.7% | +22.6% |
| YTD | +23.3% | +16.1% | +7.2% | +17.0% |
| 1Y | +44.7% | -9.8% | +54.5% | +42.6% |
| All | +149.5% | +130.1% | +19.4% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling