+65.3%
ROK vs MSTU
-88.1%
+153.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.7% | -0.8% |
| 7D | -1.6% | -22.0% | +20.4% | -0.4% |
| 30D | -5.4% | +60.3% | -65.7% | -8.6% |
| 3M | -4.0% | -3.7% | -0.2% | -5.4% |
| 6M | +13.3% | -45.2% | +58.5% | +13.8% |
| YTD | +9.3% | -64.3% | +73.7% | +10.3% |
| 1Y | +25.8% | -94.0% | +119.8% | +40.0% |
| All | +65.3% | -88.1% | +153.4% | +54.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling