+153.2%
RBRK vs MAS
+11.2%
+142.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | +0.7% | -0.8% | +1.4% | +0.8% |
| 30D | +10.4% | -5.6% | +16.0% | +11.5% |
| 3M | +21.6% | +4.4% | +17.2% | +20.0% |
| 6M | +70.7% | +7.2% | +63.5% | +66.6% |
| YTD | +22.5% | +16.1% | +6.4% | +16.7% |
| 1Y | +8.2% | +0.1% | +8.1% | +8.2% |
| All | +153.2% | +11.2% | +142.0% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling