-22.2%
RKT vs MSI
+265.8%
-288.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +2.1% | -3.7% | +5.8% | +3.4% |
| 30D | +1.4% | +6.8% | -5.4% | -1.5% |
| 3M | +6.3% | +14.3% | -8.0% | +0.6% |
| 6M | -15.5% | -1.6% | -13.9% | -15.5% |
| YTD | -27.4% | +22.8% | -50.2% | -34.4% |
| 1Y | -26.6% | -1.1% | -25.5% | -27.1% |
| 3Y | +41.2% | +70.5% | -29.2% | +1.6% |
| 5Y | -6.4% | +102.8% | -109.2% | -41.8% |
| All | -22.2% | +265.8% | -288.0% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling