+195.5%
RBRK vs MAS
+30.2%
+165.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -6.2% | +3.6% | -9.7% | -6.6% |
| 30D | -12.6% | +23.8% | -36.4% | -15.9% |
| 3M | +11.7% | +14.4% | -2.8% | +9.0% |
| 6M | +75.4% | +19.7% | +55.6% | +68.7% |
| YTD | +43.0% | +36.0% | +7.0% | +32.4% |
| 1Y | +43.7% | +40.4% | +3.4% | +31.3% |
| All | +195.5% | +30.2% | +165.3% | +187.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling