+264.9%
ROK vs MOS
-4.2%
+269.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.7% |
| 7D | +6.1% | -2.6% | +8.6% | +6.8% |
| 30D | -6.5% | +13.5% | -19.9% | -10.3% |
| 3M | -10.2% | -2.9% | -7.3% | -10.6% |
| 6M | -10.6% | -1.0% | -9.6% | -12.1% |
| YTD | +4.9% | -7.2% | +12.1% | +3.4% |
| 1Y | +3.8% | -11.4% | +15.2% | +3.4% |
| 3Y | +63.5% | -29.0% | +92.5% | +69.1% |
| 5Y | +30.9% | -34.0% | +64.9% | +26.4% |
| All | +264.9% | -4.2% | +269.1% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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