+505.6%
MA vs ROK
+342.8%
+162.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.0% |
| 7D | -1.8% | +2.8% | -4.5% | -2.9% |
| 30D | +1.4% | -2.4% | +3.8% | +2.3% |
| 3M | +17.7% | -4.7% | +22.4% | +19.1% |
| 6M | +9.7% | +16.8% | -7.1% | +0.5% |
| YTD | +0.5% | +11.4% | -10.9% | -6.5% |
| 1Y | -2.1% | +26.2% | -28.2% | -14.1% |
| 3Y | +40.1% | +51.9% | -11.8% | +7.1% |
| 5Y | +67.5% | +46.4% | +21.1% | +25.9% |
| 10Y | +505.6% | +343.5% | +162.1% | +158.9% |
| All | +505.6% | +342.8% | +162.8% | +158.9% |
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