-25.2%
RKT vs MSTU
-90.8%
+65.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.3% | +2.4% | -4.5% |
| 7D | +4.6% | -21.7% | +26.4% | +6.0% |
| 30D | +25.9% | -42.8% | +68.6% | +29.1% |
| 3M | +5.0% | +21.4% | -16.4% | +2.2% |
| 6M | -7.9% | -74.1% | +66.2% | -4.4% |
| YTD | -25.4% | -72.4% | +47.0% | -24.2% |
| 1Y | -15.4% | -90.1% | +74.7% | -10.6% |
| All | -25.2% | -90.8% | +65.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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