+70.7%
MSFU vs ROK
+90.2%
-19.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | -6.3% | -1.8% | -4.5% | -5.6% |
| 3M | +40.0% | -7.2% | +47.1% | +42.9% |
| 6M | +30.1% | +14.2% | +15.9% | +19.0% |
| YTD | -10.3% | +10.6% | -20.9% | -17.6% |
| 1Y | -19.0% | +25.9% | -44.9% | -30.9% |
| 3Y | +25.8% | +50.8% | -25.0% | -7.5% |
| All | +70.7% | +90.2% | -19.5% | -2.2% |
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 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