+264.1%
MS vs ROIV
+264.1%
0.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -1.8% | +3.6% |
| 7D | +2.6% | +3.0% | -0.4% | +2.3% |
| 30D | +2.6% | +6.8% | -4.2% | +1.9% |
| 3M | -10.1% | +10.5% | -20.6% | -11.3% |
| 6M | +4.4% | +34.8% | -30.4% | +0.7% |
| YTD | +11.7% | +76.2% | -64.4% | +4.7% |
| 1Y | +20.9% | +92.4% | -71.5% | +12.3% |
| 3Y | +177.1% | +312.0% | -134.8% | +138.7% |
| 5Y | +127.7% | +388.3% | -260.5% | +81.0% |
| All | +264.1% | +264.1% | 0.0% | +197.8% |
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