-6.3%
RKT vs MAS
+32.0%
-38.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -2.7% |
| 7D | +2.1% | -0.8% | +2.9% | +2.8% |
| 30D | +1.4% | -5.6% | +7.0% | +6.7% |
| 3M | +6.3% | +4.4% | +1.8% | +2.3% |
| 6M | -15.5% | +7.2% | -22.7% | -21.0% |
| YTD | -27.4% | +16.1% | -43.5% | -37.4% |
| 1Y | -26.6% | +0.1% | -26.7% | -28.0% |
| 3Y | +41.2% | +28.3% | +12.9% | +11.3% |
| All | -6.3% | +32.0% | -38.3% | -31.6% |
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 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