+306.2%
MS vs ROIV
+232.7%
+73.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +1.4% | +0.6% | +0.7% | +1.3% |
| 30D | -0.3% | +1.0% | -1.2% | -0.4% |
| 3M | +0.3% | +18.3% | -18.0% | -1.5% |
| 6M | +31.3% | +18.3% | +13.0% | +28.7% |
| YTD | +24.7% | +61.0% | -36.3% | +18.2% |
| 1Y | +47.9% | +177.9% | -130.0% | +32.8% |
| 3Y | +178.3% | +199.1% | -20.7% | +145.4% |
| 5Y | +144.9% | +250.7% | -105.8% | +103.5% |
| All | +306.2% | +232.7% | +73.5% | +236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling