-2.0%
RKT vs MAS
+41.7%
-43.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | +1.8% |
| 7D | +24.3% | +4.6% | +19.8% | +19.8% |
| 30D | +27.9% | +19.9% | +8.0% | +9.0% |
| 3M | +6.9% | +8.9% | -2.0% | -0.7% |
| 6M | +5.2% | +20.2% | -15.0% | -10.2% |
| YTD | -23.5% | +33.9% | -57.3% | -42.0% |
| 1Y | -9.1% | +34.7% | -43.7% | -31.5% |
| 3Y | +81.5% | +60.4% | +21.1% | +16.3% |
| 5Y | -2.0% | +43.5% | -45.4% | -35.5% |
| All | -2.0% | +41.7% | -43.7% | -35.5% |
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