+26.1%
ROK vs MSI
+123.5%
-97.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.6% |
| 7D | -11.5% | +8.3% | -19.9% | -14.6% |
| 30D | -10.0% | +18.9% | -28.9% | -16.4% |
| 3M | -11.4% | +13.2% | -24.7% | -16.2% |
| 6M | -13.7% | +38.3% | -52.0% | -25.7% |
| YTD | +1.0% | +38.9% | -37.8% | -14.8% |
| 1Y | +5.6% | +36.7% | -31.0% | -10.2% |
| 3Y | +59.1% | +76.6% | -17.5% | +10.6% |
| 5Y | +26.1% | +124.5% | -98.4% | -25.9% |
| All | +26.1% | +123.5% | -97.4% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling