+358.4%
MS vs RKT
-4.5%
+362.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.8% |
| 7D | +0.8% | +4.6% | -3.8% | +0.2% |
| 30D | -0.7% | +25.9% | -26.6% | -3.5% |
| 3M | -12.4% | +5.0% | -17.4% | -13.2% |
| 6M | -1.7% | -7.9% | +6.2% | -1.7% |
| YTD | +8.0% | -25.4% | +33.4% | +10.1% |
| 1Y | +16.2% | -15.4% | +31.6% | +16.6% |
| 3Y | +171.3% | +83.3% | +88.0% | +140.8% |
| 5Y | +124.8% | -0.8% | +125.6% | +101.8% |
| All | +358.4% | -4.5% | +362.8% | +307.2% |
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