+341.2%
ROK vs MSI
+601.8%
-260.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -1.6% | -1.8% | +0.2% | -0.8% |
| 30D | -5.4% | -0.6% | -4.8% | -5.3% |
| 3M | -4.0% | +13.0% | -17.0% | -10.2% |
| 6M | +13.3% | +0.5% | +12.8% | +11.6% |
| YTD | +9.3% | +21.7% | -12.4% | -3.0% |
| 1Y | +25.8% | -2.6% | +28.4% | +24.9% |
| 3Y | +49.1% | +69.7% | -20.6% | +7.2% |
| 5Y | +45.9% | +102.8% | -56.9% | -5.9% |
| All | +341.2% | +601.8% | -260.7% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling