+67.5%
MA vs ROK
+46.6%
+20.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.1% |
| 7D | -1.8% | +2.8% | -4.5% | -2.5% |
| 30D | +1.4% | -2.4% | +3.8% | +2.0% |
| 3M | +17.7% | -4.7% | +22.4% | +18.7% |
| 6M | +9.7% | +16.8% | -7.1% | +3.1% |
| YTD | +0.5% | +11.4% | -10.9% | -4.4% |
| 1Y | -2.1% | +26.2% | -28.2% | -10.7% |
| 3Y | +40.1% | +51.9% | -11.8% | +15.9% |
| 5Y | +67.5% | +46.4% | +21.1% | +34.0% |
| All | +67.5% | +46.6% | +20.9% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling