+2,222.5%
MKSI vs ROK
+4,792.7%
-2,570.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.1% |
| 7D | +2.7% | -1.2% | +3.9% | +3.5% |
| 30D | -12.8% | -4.8% | -8.0% | -10.1% |
| 3M | -22.5% | -6.1% | -16.4% | -18.9% |
| 6M | +19.4% | +15.5% | +3.9% | +10.4% |
| YTD | +67.7% | +11.2% | +56.6% | +58.0% |
| 1Y | +131.4% | +23.8% | +107.6% | +105.8% |
| 3Y | +197.3% | +53.1% | +144.2% | +135.6% |
| 5Y | +87.0% | +48.3% | +38.7% | +50.1% |
| 10Y | +522.1% | +357.4% | +164.7% | +167.2% |
| All | +2,222.5% | +4,792.7% | -2,570.1% | +245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling