+72.2%
MSFU vs ROK
+91.6%
-19.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -3.2% | +2.8% | -5.9% | -4.3% |
| 30D | -3.1% | -2.4% | -0.7% | -2.3% |
| 3M | +35.3% | -4.7% | +40.0% | +36.4% |
| 6M | +31.6% | +16.8% | +14.8% | +19.1% |
| YTD | -9.5% | +11.4% | -20.9% | -17.1% |
| 1Y | -18.4% | +26.2% | -44.6% | -30.4% |
| 3Y | +26.9% | +51.9% | -24.9% | -7.0% |
| All | +72.2% | +91.6% | -19.4% | -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 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