-27.1%
RKT vs MOH
+5.5%
-32.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.0% | -0.4% |
| 7D | -6.3% | +1.7% | -8.0% | -6.6% |
| 30D | -6.2% | -0.9% | -5.3% | -6.1% |
| 3M | -1.9% | +5.7% | -7.6% | -3.3% |
| 6M | -13.0% | +39.1% | -52.1% | -19.4% |
| YTD | -31.9% | +17.7% | -49.6% | -35.5% |
| 1Y | -37.6% | +8.4% | -45.9% | -40.4% |
| 3Y | +36.8% | -36.6% | +73.4% | +39.7% |
| 5Y | -9.7% | -19.1% | +9.3% | -16.7% |
| All | -27.1% | +5.5% | -32.6% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling