+68.4%
ROK vs MSTU
-86.5%
+154.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.6% | -0.6% |
| 7D | +2.8% | +16.1% | -13.4% | +1.7% |
| 30D | -2.4% | +68.7% | -71.1% | -5.9% |
| 3M | -4.7% | -11.0% | +6.3% | -5.7% |
| 6M | +16.8% | -33.4% | +50.1% | +16.0% |
| YTD | +11.4% | -59.5% | +70.9% | +11.6% |
| 1Y | +26.2% | -93.4% | +119.5% | +39.7% |
| All | +68.4% | -86.5% | +154.9% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling