+268.2%
ROK vs MSI
+683.5%
-415.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.6% |
| 7D | -8.5% | +7.7% | -16.2% | -11.9% |
| 30D | -6.4% | +19.9% | -26.3% | -14.5% |
| 3M | -8.8% | +14.9% | -23.8% | -15.2% |
| 6M | -10.5% | +37.2% | -47.7% | -24.2% |
| YTD | +5.4% | +40.8% | -35.4% | -13.2% |
| 1Y | +5.0% | +38.1% | -33.1% | -12.8% |
| 3Y | +64.3% | +77.7% | -13.4% | +16.0% |
| 5Y | +34.0% | +129.0% | -95.1% | -18.9% |
| 10Y | +268.2% | +671.3% | -403.1% | +30.9% |
| All | +268.2% | +683.5% | -415.3% | +30.9% |
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