+28.6%
ROK vs MSTU
-92.8%
+121.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.4% |
| 7D | +0.7% | +21.3% | -20.6% | -0.2% |
| 30D | -3.3% | +90.8% | -94.1% | -6.0% |
| 3M | -5.9% | -6.8% | +0.9% | -6.0% |
| 6M | +13.9% | -39.8% | +53.7% | +14.8% |
| YTD | +12.6% | -55.7% | +68.3% | +12.7% |
| 1Y | +28.6% | -92.7% | +121.3% | +38.9% |
| All | +28.6% | -92.8% | +121.4% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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