+6,288.2%
MS vs ROK
+11,281.6%
-4,993.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.6% |
| 7D | +1.4% | +0.7% | +0.7% | +0.9% |
| 30D | -0.3% | -3.3% | +3.1% | +1.8% |
| 3M | +0.3% | -5.9% | +6.2% | +3.0% |
| 6M | +31.3% | +13.9% | +17.5% | +18.8% |
| YTD | +24.7% | +12.6% | +12.1% | +13.1% |
| 1Y | +47.9% | +28.6% | +19.3% | +23.0% |
| 3Y | +178.3% | +45.1% | +133.2% | +103.3% |
| 5Y | +144.9% | +45.6% | +99.3% | +70.5% |
| 10Y | +804.5% | +345.0% | +459.5% | +191.3% |
| All | +6,288.2% | +11,281.6% | -4,993.4% | +354.6% |
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 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