+122.0%
MS vs ROK
+32.5%
+89.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +3.7% | +6.1% | -2.4% | +1.0% |
| 30D | +2.0% | -6.5% | +8.5% | +4.7% |
| 3M | -12.6% | -10.2% | -2.4% | -8.6% |
| 6M | -0.3% | -10.6% | +10.4% | +3.7% |
| YTD | +9.0% | +4.9% | +4.1% | +4.6% |
| 1Y | +13.9% | +3.8% | +10.0% | +9.7% |
| 3Y | +173.6% | +63.5% | +110.1% | +106.3% |
| 5Y | +122.0% | +30.9% | +91.0% | +76.1% |
| All | +122.0% | +32.5% | +89.4% | +76.1% |
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