+25.9%
ROK vs MSTU
-93.7%
+119.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.5% |
| 7D | +0.2% | +12.9% | -12.7% | -0.4% |
| 30D | -1.8% | +68.3% | -70.1% | -4.1% |
| 3M | -7.2% | +0.4% | -7.6% | -7.8% |
| 6M | +14.2% | -41.5% | +55.7% | +15.1% |
| YTD | +10.6% | -61.7% | +72.3% | +11.3% |
| 1Y | +25.9% | -93.7% | +119.6% | +37.4% |
| All | +25.9% | -93.7% | +119.6% | +37.4% |
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