+85.8%
MSFU vs ROK
+81.4%
+4.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.3% | -7.0% | -5.7% |
| 7D | -12.7% | -8.5% | -4.2% | -9.6% |
| 30D | -9.0% | -6.4% | -2.6% | -6.7% |
| 3M | +2.9% | -8.8% | +11.8% | +6.6% |
| 6M | +43.5% | -10.5% | +54.0% | +47.9% |
| YTD | -2.4% | +5.4% | -7.8% | -8.8% |
| 1Y | -13.5% | +5.0% | -18.5% | -19.1% |
| 3Y | +19.2% | +64.3% | -45.1% | -18.4% |
| All | +85.8% | +81.4% | +4.4% | +8.2% |
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