-28.5%
RKT vs MSTU
-86.5%
+57.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.6% | +6.9% | -1.3% |
| 7D | +6.0% | +16.1% | -10.2% | +4.9% |
| 30D | +0.7% | +68.7% | -68.0% | -2.8% |
| 3M | +11.8% | -11.0% | +22.8% | +10.4% |
| 6M | -7.6% | -33.4% | +25.7% | -7.8% |
| YTD | -28.7% | -59.5% | +30.8% | -28.3% |
| 1Y | -32.6% | -93.4% | +60.8% | -27.5% |
| All | -28.5% | -86.5% | +57.9% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling