+20.9%
MS vs RKT
-9.4%
+30.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.7% | -4.5% | +3.1% |
| 7D | +2.6% | +29.7% | -27.1% | -0.9% |
| 30D | +2.6% | +28.5% | -25.9% | -1.0% |
| 3M | -10.1% | +6.4% | -16.5% | -11.0% |
| 6M | +4.4% | +7.1% | -2.8% | +2.2% |
| YTD | +11.7% | -22.5% | +34.2% | +14.9% |
| 1Y | +20.9% | -10.4% | +31.4% | +20.5% |
| All | +20.9% | -9.4% | +30.4% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling