-93.8%
MSTU vs RBRK
+5.6%
-99.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +5.5% |
| 7D | -16.6% | -7.5% | -9.1% | -11.6% |
| 30D | +69.7% | -10.4% | +80.1% | +86.3% |
| 3M | -7.5% | +21.3% | -28.8% | -18.5% |
| 6M | -43.1% | +50.6% | -93.8% | -57.9% |
| YTD | -63.0% | +13.3% | -76.3% | -70.0% |
| 1Y | -93.8% | +11.2% | -105.0% | -94.3% |
| All | -93.8% | +5.6% | -99.4% | -94.3% |
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