+51.9%
ROK vs MSI
+69.3%
-17.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +2.8% | -5.8% | +8.5% | +4.1% |
| 30D | -2.4% | -1.0% | -1.4% | -2.3% |
| 3M | -4.7% | +14.2% | -18.8% | -8.1% |
| 6M | +16.8% | +1.0% | +15.7% | +16.2% |
| YTD | +11.4% | +21.5% | -10.1% | +3.9% |
| 1Y | +26.2% | -2.1% | +28.3% | +28.0% |
| 3Y | +51.9% | +69.3% | -17.5% | +13.4% |
| All | +51.9% | +69.3% | -17.4% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling