+5,256.1%
MS vs ROK
+9,761.2%
-4,505.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | +0.3% |
| 7D | -1.6% | -13.8% | +12.3% | +7.5% |
| 30D | -3.8% | -14.9% | +11.2% | +5.9% |
| 3M | -14.6% | -14.7% | +0.1% | -6.4% |
| 6M | -5.1% | -17.7% | +12.6% | +5.3% |
| YTD | +4.5% | -2.5% | +7.0% | +3.1% |
| 1Y | +13.5% | +2.3% | +11.3% | +8.6% |
| 3Y | +160.4% | +52.7% | +107.7% | +82.9% |
| 5Y | +112.9% | +20.5% | +92.3% | +66.4% |
| 10Y | +633.4% | +284.0% | +349.4% | +157.9% |
| All | +5,256.1% | +9,761.2% | -4,505.0% | +314.2% |
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