+62.9%
ROK vs MAGS
+190.0%
-127.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.1% |
| 7D | -1.2% | +0.6% | -1.9% | -1.6% |
| 30D | -4.8% | +3.2% | -8.0% | -6.4% |
| 3M | -6.1% | +7.7% | -13.8% | -10.0% |
| 6M | +15.5% | +12.5% | +3.0% | +8.1% |
| YTD | +11.2% | +6.0% | +5.2% | +7.3% |
| 1Y | +23.8% | +14.4% | +9.5% | +14.8% |
| 3Y | +53.1% | +127.5% | -74.4% | -1.3% |
| All | +62.9% | +190.0% | -127.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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