+32.4%
MSFU vs ROK
+48.5%
-16.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.6% |
| 7D | -5.7% | +0.7% | -6.4% | -5.9% |
| 30D | +4.2% | -3.3% | +7.5% | +5.2% |
| 3M | +27.9% | -5.9% | +33.8% | +29.4% |
| 6M | +37.1% | +13.9% | +23.3% | +27.6% |
| YTD | -7.4% | +12.6% | -20.0% | -14.1% |
| 1Y | -19.6% | +28.6% | -48.2% | -30.2% |
| All | +32.4% | +48.5% | -16.0% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling