+266.4%
ROK vs MOS
+6.2%
+260.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.1% |
| 7D | -11.5% | +19.7% | -31.2% | -16.2% |
| 30D | -10.0% | +21.5% | -31.5% | -15.2% |
| 3M | -11.4% | -0.4% | -11.0% | -12.4% |
| 6M | -13.7% | +4.5% | -18.2% | -16.4% |
| YTD | +1.0% | -2.9% | +3.9% | -1.5% |
| 1Y | +5.6% | -7.7% | +13.4% | +4.1% |
| 3Y | +59.1% | -25.6% | +84.7% | +62.6% |
| 5Y | +26.1% | -31.2% | +57.3% | +20.5% |
| 10Y | +266.4% | +2.8% | +263.6% | +154.5% |
| All | +266.4% | +6.2% | +260.3% | +154.5% |
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