+36.8%
MSI vs RBRK
+124.5%
-87.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.6% |
| 7D | -0.4% | -7.5% | +7.1% | -0.2% |
| 30D | -0.8% | -10.4% | +9.7% | -0.5% |
| 3M | +13.9% | +21.3% | -7.3% | +12.9% |
| 6M | +1.3% | +50.6% | -49.3% | -0.6% |
| YTD | +22.3% | +13.3% | +9.0% | +21.1% |
| 1Y | -3.9% | +11.2% | -15.1% | -4.9% |
| All | +36.8% | +124.5% | -87.7% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling