+593.1%
MA vs ROK
+264.0%
+329.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +1.3% | +7.1% | -5.8% | -1.5% |
| 30D | +9.6% | -5.0% | +14.6% | +11.1% |
| 3M | +16.8% | -9.4% | +26.2% | +20.5% |
| 6M | +35.2% | -11.0% | +46.2% | +39.1% |
| YTD | +16.6% | +4.4% | +12.1% | +10.4% |
| 1Y | +19.8% | +7.4% | +12.4% | +11.9% |
| 3Y | +70.7% | +61.0% | +9.7% | +24.6% |
| 5Y | +87.4% | +30.4% | +57.0% | +48.0% |
| All | +593.1% | +264.0% | +329.1% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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