+52.7%
ROK vs MAS
+58.1%
-5.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.6% | -0.5% |
| 7D | -13.8% | +2.0% | -15.8% | -14.5% |
| 30D | -14.9% | +19.4% | -34.3% | -21.7% |
| 3M | -14.7% | +9.4% | -24.1% | -18.4% |
| 6M | -17.7% | +15.3% | -33.0% | -24.1% |
| YTD | -2.5% | +31.3% | -33.8% | -17.3% |
| 1Y | +2.3% | +34.9% | -32.6% | -14.8% |
| 3Y | +52.7% | +58.6% | -5.9% | +16.8% |
| All | +52.7% | +58.1% | -5.4% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling