+5.0%
ROK vs MSI
+37.5%
-32.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.4% |
| 7D | -8.5% | +7.7% | -16.2% | -7.8% |
| 30D | -6.4% | +19.9% | -26.3% | -5.6% |
| 3M | -8.8% | +14.9% | -23.8% | -8.1% |
| 6M | -10.5% | +37.2% | -47.7% | -9.7% |
| YTD | +5.4% | +40.8% | -35.4% | +8.2% |
| 1Y | +5.0% | +38.1% | -33.1% | +14.4% |
| All | +5.0% | +37.5% | -32.5% | +14.4% |
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