+262.6%
ROK vs MOS
+3.2%
+259.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | -11.0% | +24.8% | -35.8% | -16.7% |
| 30D | -8.2% | +22.7% | -30.9% | -13.7% |
| 3M | -8.5% | -1.2% | -7.2% | -9.2% |
| 6M | -12.0% | +5.5% | -17.5% | -14.9% |
| YTD | +3.1% | -2.0% | +5.0% | +0.2% |
| 1Y | +2.9% | -7.9% | +10.8% | +1.5% |
| 3Y | +60.7% | -25.0% | +85.6% | +63.8% |
| 5Y | +29.5% | -27.7% | +57.2% | +21.8% |
| 10Y | +262.6% | -1.6% | +264.2% | +154.4% |
| All | +262.6% | +3.2% | +259.4% | +154.4% |
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