+13,474.5%
ROK vs MOS
+122.8%
+13,351.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +3.3% | -17.4% | -15.0% |
| 7D | -15.6% | +22.5% | -38.1% | -20.5% |
| 30D | -15.5% | +6.6% | -22.1% | -17.5% |
| 3M | -15.1% | -3.8% | -11.3% | -15.3% |
| 6M | -12.0% | -2.2% | -9.8% | -13.2% |
| YTD | -1.1% | -4.8% | +3.7% | -3.0% |
| 1Y | +6.5% | -11.7% | +18.2% | +6.2% |
| 3Y | +51.8% | -26.5% | +78.3% | +55.5% |
| 5Y | +22.2% | -32.2% | +54.4% | +20.3% |
| 10Y | +289.3% | +10.2% | +279.1% | +203.6% |
| All | +13,474.5% | +122.8% | +13,351.6% | +7,144.5% |
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 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