+140.1%
RBRK vs MAS
+6.1%
+133.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.7% |
| 7D | +1.9% | -2.2% | +4.1% | +2.3% |
| 30D | -9.3% | -6.7% | -2.5% | -8.1% |
| 3M | +23.8% | -3.7% | +27.5% | +24.1% |
| 6M | +55.4% | +9.0% | +46.4% | +50.8% |
| YTD | +16.1% | +10.8% | +5.3% | +11.7% |
| 1Y | -9.8% | -3.8% | -6.0% | -9.3% |
| All | +140.1% | +6.1% | +133.9% | +142.2% |
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