+147.6%
RBRK vs MAS
+8.5%
+139.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.7% |
| 7D | +3.7% | +1.0% | +2.7% | +3.5% |
| 30D | +1.7% | -8.1% | +9.8% | +3.2% |
| 3M | +27.7% | +3.3% | +24.4% | +26.3% |
| 6M | +60.3% | +12.4% | +47.8% | +54.6% |
| YTD | +19.8% | +13.3% | +6.5% | +14.7% |
| 1Y | -4.2% | -4.7% | +0.5% | -3.0% |
| All | +147.6% | +8.5% | +139.2% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling