-25.7%
RKT vs MSI
+259.4%
-285.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -1.0% | -4.0% | +3.0% | +0.5% |
| 30D | -2.4% | -0.5% | -1.9% | -2.4% |
| 3M | +1.9% | +11.4% | -9.5% | -2.7% |
| 6M | -13.9% | +1.0% | -14.8% | -15.0% |
| YTD | -30.6% | +20.7% | -51.3% | -36.9% |
| 1Y | -34.4% | -2.7% | -31.7% | -34.4% |
| 3Y | +38.2% | +68.2% | -30.0% | -0.1% |
| 5Y | -9.7% | +100.0% | -109.6% | -43.5% |
| All | -25.7% | +259.4% | -285.1% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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