+15,354.0%
ROK vs MOS
+155.8%
+15,198.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +0.7% | +9.5% | -8.8% | -1.7% |
| 30D | -3.3% | +10.4% | -13.7% | -6.0% |
| 3M | -5.9% | +12.9% | -18.7% | -9.5% |
| 6M | +13.9% | +1.2% | +12.6% | +11.4% |
| YTD | +12.6% | +9.3% | +3.3% | +7.7% |
| 1Y | +28.6% | -18.0% | +46.6% | +31.7% |
| 3Y | +45.1% | -29.0% | +74.1% | +51.0% |
| 5Y | +45.6% | -9.6% | +55.2% | +33.2% |
| 10Y | +345.0% | +6.1% | +339.0% | +253.1% |
| All | +15,354.0% | +155.8% | +15,198.2% | +7,937.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling