-24.1%
RKT vs MSI
+316.2%
-340.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -9.0% | +3.2% | -12.2% | -10.0% |
| 30D | +30.2% | +17.6% | +12.6% | +22.7% |
| 3M | -8.8% | +14.5% | -23.4% | -13.4% |
| 6M | -0.9% | +34.3% | -35.2% | -11.7% |
| YTD | -29.2% | +39.7% | -68.9% | -39.0% |
| 1Y | -20.1% | +40.2% | -60.2% | -31.3% |
| 3Y | +81.3% | +77.1% | +4.2% | +31.0% |
| 5Y | -6.6% | +124.0% | -130.7% | -44.0% |
| All | -24.1% | +316.2% | -340.4% | -74.2% |
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