-9.1%
RKT vs MAS
+37.4%
-46.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | +1.6% |
| 7D | +24.3% | +4.6% | +19.8% | +20.1% |
| 30D | +27.9% | +19.9% | +8.0% | +10.6% |
| 3M | +6.9% | +8.9% | -2.0% | -0.3% |
| 6M | +5.2% | +20.2% | -15.0% | -9.3% |
| YTD | -23.5% | +33.9% | -57.3% | -39.6% |
| 1Y | -9.1% | +34.7% | -43.7% | -28.2% |
| All | -9.1% | +37.4% | -46.5% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling