+1.7%
RKT vs MSI
+118.7%
-117.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +17.7% | +4.7% | +13.0% | +15.6% |
| 30D | +31.6% | +14.8% | +16.9% | +24.9% |
| 3M | +13.9% | +8.8% | +5.1% | +10.1% |
| 6M | +2.8% | +19.3% | -16.5% | -5.3% |
| YTD | -22.2% | +35.3% | -57.5% | -32.8% |
| 1Y | -3.5% | +33.8% | -37.3% | -16.2% |
| 3Y | +95.3% | +74.4% | +20.8% | +34.8% |
| All | +1.7% | +118.7% | -117.1% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling