+160.4%
MS vs ROIV
+314.9%
-154.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -2.0% |
| 7D | -1.6% | +5.3% | -6.9% | -2.8% |
| 30D | -3.8% | +11.9% | -15.7% | -6.3% |
| 3M | -14.6% | +10.7% | -25.3% | -17.3% |
| 6M | -5.1% | +34.9% | -40.0% | -13.1% |
| YTD | +4.5% | +79.2% | -74.7% | -11.9% |
| 1Y | +13.5% | +89.0% | -75.5% | -6.1% |
| 3Y | +160.4% | +337.3% | -176.9% | +57.9% |
| All | +160.4% | +314.9% | -154.5% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling