+514.9%
MKSI vs ROK
+357.9%
+157.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.8% |
| 7D | +2.7% | -1.2% | +3.9% | +3.7% |
| 30D | -12.8% | -4.8% | -8.0% | -9.2% |
| 3M | -22.5% | -6.1% | -16.4% | -18.0% |
| 6M | +19.4% | +15.5% | +3.9% | +7.4% |
| YTD | +67.7% | +11.2% | +56.6% | +54.4% |
| 1Y | +131.4% | +23.8% | +107.6% | +97.3% |
| 3Y | +197.3% | +53.1% | +144.2% | +114.3% |
| 5Y | +87.0% | +48.3% | +38.7% | +35.3% |
| All | +514.9% | +357.9% | +157.0% | +125.8% |
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