+568.4%
MA vs ROK
+270.1%
+298.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.4% |
| 7D | +1.8% | -11.0% | +12.8% | +6.2% |
| 30D | +11.8% | -8.2% | +20.0% | +15.0% |
| 3M | +17.2% | -8.5% | +25.6% | +20.3% |
| 6M | +33.4% | -12.0% | +45.4% | +37.9% |
| YTD | +16.1% | +3.1% | +13.1% | +10.6% |
| 1Y | +19.9% | +2.9% | +17.0% | +14.2% |
| 3Y | +70.1% | +60.7% | +9.4% | +24.2% |
| 5Y | +89.6% | +29.5% | +60.2% | +50.1% |
| 10Y | +568.4% | +262.6% | +305.8% | +206.9% |
| All | +568.4% | +270.1% | +298.3% | +206.9% |
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