+30.1%
ROK vs MOS
-33.6%
+63.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.6% |
| 7D | +7.1% | -2.0% | +9.0% | +7.4% |
| 30D | -5.0% | +15.3% | -20.3% | -7.6% |
| 3M | -9.4% | +1.5% | -10.9% | -10.2% |
| 6M | -11.0% | -2.0% | -9.0% | -11.7% |
| YTD | +4.4% | -6.5% | +11.0% | +3.5% |
| 1Y | +7.4% | -11.1% | +18.5% | +7.2% |
| 3Y | +61.0% | -30.3% | +91.2% | +64.6% |
| All | +30.1% | -33.6% | +63.8% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling