-16.7%
RKT vs MAS
+60.6%
-77.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +2.9% |
| 7D | +17.7% | +2.4% | +15.3% | +15.6% |
| 30D | +31.6% | +19.8% | +11.8% | +13.6% |
| 3M | +13.9% | +9.8% | +4.1% | +5.6% |
| 6M | +2.8% | +15.8% | -13.0% | -8.4% |
| YTD | -22.2% | +31.8% | -54.0% | -38.7% |
| 1Y | -3.5% | +35.4% | -38.9% | -25.7% |
| 3Y | +95.3% | +59.2% | +36.1% | +33.9% |
| 5Y | -0.4% | +41.2% | -41.6% | -29.2% |
| All | -16.7% | +60.6% | -77.3% | -43.6% |
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