-27.2%
RKT vs MSTU
-85.2%
+58.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -1.0% |
| 7D | +2.1% | +21.3% | -19.2% | +0.7% |
| 30D | +1.4% | +90.8% | -89.4% | -2.7% |
| 3M | +6.3% | -6.8% | +13.0% | +4.6% |
| 6M | -15.5% | -39.8% | +24.4% | -15.4% |
| YTD | -27.4% | -55.7% | +28.3% | -27.4% |
| 1Y | -26.6% | -92.7% | +66.1% | -21.4% |
| All | -27.2% | -85.2% | +58.0% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling