-2.6%
ROK vs MAS
+34.7%
-37.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -0.9% |
| 7D | -13.8% | +2.4% | -16.2% | -14.2% |
| 30D | -14.9% | +19.8% | -34.8% | -19.7% |
| 3M | -14.7% | +9.8% | -24.5% | -17.1% |
| 6M | -17.7% | +15.8% | -33.4% | -22.4% |
| YTD | -2.5% | +31.8% | -34.3% | -14.6% |
| All | -2.6% | +34.7% | -37.4% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling