+65.3%
ROK vs MSTZ
-99.1%
+164.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.6% | -7.7% | -0.8% |
| 7D | -1.6% | +24.8% | -26.4% | -0.5% |
| 30D | -5.4% | -59.2% | +53.8% | -8.7% |
| 3M | -4.0% | -56.9% | +52.9% | -5.9% |
| 6M | +13.3% | -57.6% | +70.9% | +12.6% |
| YTD | +9.3% | -73.6% | +82.9% | +8.6% |
| 1Y | +25.8% | -15.6% | +41.4% | +36.4% |
| All | +65.3% | -99.1% | +164.4% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling