+181.3%
MS vs RKT
+42.6%
+138.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +1.4% | +2.1% | -0.7% | +1.0% |
| 30D | -0.3% | +1.4% | -1.7% | -0.6% |
| 3M | +0.3% | +6.3% | -6.0% | -1.4% |
| 6M | +31.3% | -15.5% | +46.8% | +33.0% |
| YTD | +24.7% | -27.4% | +52.0% | +28.5% |
| 1Y | +47.9% | -26.6% | +74.5% | +51.6% |
| All | +181.3% | +42.6% | +138.7% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling