-23.5%
RKT vs MAS
+38.6%
-62.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.6% |
| 7D | -7.5% | +1.2% | -8.7% | -8.4% |
| 30D | +26.6% | +21.6% | +5.0% | +8.2% |
| 3M | -2.4% | +14.1% | -16.5% | -12.3% |
| 6M | -7.4% | +22.6% | -30.0% | -21.4% |
| YTD | -29.2% | +35.4% | -64.6% | -44.6% |
| 1Y | -23.5% | +37.5% | -61.0% | -41.3% |
| All | -23.5% | +38.6% | -62.2% | -41.3% |
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