+365.8%
MS vs RKT
-4.5%
+370.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.7% | -3.8% | +2.1% | -1.3% |
| 30D | +0.9% | +32.8% | -31.9% | -2.5% |
| 3M | -10.8% | +0.8% | -11.7% | -11.2% |
| 6M | +0.9% | -2.6% | +3.5% | +0.3% |
| YTD | +9.8% | -25.4% | +35.2% | +11.9% |
| 1Y | +17.1% | -19.1% | +36.2% | +18.1% |
| 3Y | +175.7% | +83.2% | +92.5% | +144.8% |
| 5Y | +125.9% | +0.8% | +125.0% | +102.7% |
| All | +365.8% | -4.5% | +370.3% | +313.9% |
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