+150.6%
MS vs RBRK
+137.4%
+13.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | +2.5% | +3.7% | -1.2% | +1.8% |
| 30D | 0.0% | +1.7% | -1.8% | -1.0% |
| 3M | +2.4% | +27.7% | -25.3% | -3.0% |
| 6M | +36.4% | +60.3% | -23.9% | +22.6% |
| YTD | +23.8% | +19.8% | +4.0% | +16.8% |
| 1Y | +48.6% | -4.2% | +52.8% | +44.7% |
| All | +150.6% | +137.4% | +13.2% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling