+72.1%
MA vs ROK
+49.7%
+22.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +2.3% | -13.8% | +16.1% | +4.7% |
| 30D | +14.7% | -14.9% | +29.6% | +17.5% |
| 3M | +13.5% | -14.7% | +28.2% | +16.2% |
| 6M | +33.1% | -17.7% | +50.8% | +36.5% |
| YTD | +15.1% | -2.5% | +17.5% | +13.4% |
| 1Y | +18.7% | +2.3% | +16.5% | +15.7% |
| 3Y | +72.1% | +52.7% | +19.3% | +50.6% |
| All | +72.1% | +49.7% | +22.4% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling