+25.0%
ROK vs MSI
+28.6%
-3.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.5% |
| 7D | 0.0% | +2.8% | -2.8% | +0.1% |
| 30D | -2.5% | +9.1% | -11.6% | -2.4% |
| 3M | 0.0% | +12.5% | -12.5% | +0.2% |
| 6M | +11.6% | +14.2% | -2.6% | +11.5% |
| YTD | +15.2% | +30.7% | -15.5% | +17.6% |
| 1Y | +25.0% | +27.5% | -2.5% | +36.6% |
| All | +25.0% | +28.6% | -3.6% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling