-92.7%
MSTU vs RBRK
+6.4%
-99.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -4.3% |
| 7D | +21.3% | +0.7% | +20.7% | +21.8% |
| 30D | +90.8% | +10.4% | +80.4% | +81.1% |
| 3M | -6.8% | +21.6% | -28.4% | -17.0% |
| 6M | -39.8% | +70.7% | -110.5% | -57.6% |
| YTD | -55.7% | +22.5% | -78.2% | -65.3% |
| 1Y | -92.7% | +8.2% | -100.9% | -93.9% |
| All | -92.7% | +6.4% | -99.1% | -93.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling