+15,354.0%
ROK vs MAS
+1,430.5%
+13,923.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.5% |
| 7D | +0.7% | -0.8% | +1.4% | +1.0% |
| 30D | -3.3% | -5.6% | +2.3% | -1.0% |
| 3M | -5.9% | +4.4% | -10.3% | -8.3% |
| 6M | +13.9% | +7.2% | +6.7% | +9.3% |
| YTD | +12.6% | +16.1% | -3.5% | +3.9% |
| 1Y | +28.6% | +0.1% | +28.5% | +26.0% |
| 3Y | +45.1% | +28.3% | +16.8% | +27.0% |
| 5Y | +45.6% | +30.5% | +15.1% | +25.1% |
| 10Y | +345.0% | +139.1% | +205.9% | +197.0% |
| All | +15,354.0% | +1,430.5% | +13,923.6% | +4,605.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling