+63.9%
RBRK vs MAS
+40.8%
+23.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +2.3% |
| 7D | -12.5% | +14.2% | -26.7% | -12.2% |
| 30D | -3.0% | +26.8% | -29.8% | -2.8% |
| 3M | +46.9% | +13.1% | +33.8% | +47.1% |
| 6M | +105.4% | +27.9% | +77.5% | +107.0% |
| YTD | +55.6% | +38.7% | +16.9% | +66.8% |
| 1Y | +63.9% | +40.4% | +23.5% | +74.1% |
| All | +63.9% | +40.8% | +23.1% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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