+242.4%
MS vs ROIV
+248.8%
-6.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.2% | -1.7% | -5.5% |
| 7D | -3.4% | -2.4% | -1.0% | -3.1% |
| 30D | -3.9% | +3.1% | -7.0% | -4.2% |
| 3M | -15.9% | +5.8% | -21.7% | -16.6% |
| 6M | -2.5% | +29.3% | -31.8% | -5.5% |
| YTD | +5.1% | +68.8% | -63.7% | -1.1% |
| 1Y | +13.0% | +81.0% | -68.1% | +5.5% |
| 3Y | +160.7% | +294.6% | -133.9% | +125.6% |
| 5Y | +114.0% | +373.1% | -259.1% | +70.9% |
| All | +242.4% | +248.8% | -6.3% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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