+253.7%
ROK vs MAS
+215.9%
+37.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -0.5% |
| 7D | -13.8% | +2.4% | -16.2% | -14.9% |
| 30D | -14.9% | +19.8% | -34.8% | -23.7% |
| 3M | -14.7% | +9.8% | -24.5% | -19.8% |
| 6M | -17.7% | +15.8% | -33.4% | -26.0% |
| YTD | -2.5% | +31.8% | -34.3% | -20.2% |
| 1Y | +2.3% | +35.4% | -33.1% | -17.9% |
| 3Y | +52.7% | +59.2% | -6.5% | +7.9% |
| 5Y | +20.5% | +41.2% | -20.7% | -10.5% |
| All | +253.7% | +215.9% | +37.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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