+0.8%
RKT vs MAS
+44.7%
-43.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -3.8% | -1.8% | -2.0% | -2.4% |
| 30D | +32.8% | +23.6% | +9.3% | +10.1% |
| 3M | +0.8% | +12.4% | -11.6% | -9.0% |
| 6M | -2.6% | +21.9% | -24.5% | -18.1% |
| YTD | -25.4% | +36.1% | -61.5% | -44.4% |
| 1Y | -19.1% | +39.5% | -58.6% | -41.1% |
| 3Y | +83.2% | +59.1% | +24.1% | +17.8% |
| 5Y | +0.8% | +44.4% | -43.6% | -34.1% |
| All | +0.8% | +44.7% | -43.8% | -34.1% |
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