+52.7%
ROK vs MOS
-26.6%
+79.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -13.8% | +21.6% | -35.4% | -17.4% |
| 30D | -14.9% | +12.0% | -26.9% | -17.2% |
| 3M | -14.7% | -3.9% | -10.8% | -14.5% |
| 6M | -17.7% | -3.3% | -14.4% | -18.1% |
| YTD | -2.5% | -4.6% | +2.2% | -4.4% |
| 1Y | +2.3% | -7.0% | +9.2% | +0.5% |
| 3Y | +52.7% | -24.4% | +77.2% | +55.9% |
| All | +52.7% | -26.6% | +79.4% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling