+263.4%
ROK vs MSI
+664.3%
-401.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +7.1% | +3.2% | +3.8% | +5.5% |
| 30D | -5.0% | +17.6% | -22.5% | -12.3% |
| 3M | -9.4% | +14.5% | -23.9% | -15.6% |
| 6M | -11.0% | +34.3% | -45.2% | -23.8% |
| YTD | +4.4% | +39.7% | -35.3% | -13.7% |
| 1Y | +7.4% | +40.2% | -32.7% | -11.5% |
| 3Y | +61.0% | +77.1% | -16.2% | +13.7% |
| 5Y | +30.4% | +124.0% | -93.7% | -20.2% |
| All | +263.4% | +664.3% | -401.0% | +29.7% |
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