+483.0%
MS vs ROKU
+883.2%
-400.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | 0.0% | +1.5% | -1.5% | -0.2% |
| 3M | +2.4% | +25.7% | -23.3% | -0.5% |
| 6M | +36.4% | +54.5% | -18.1% | +29.1% |
| YTD | +23.8% | +43.2% | -19.4% | +18.0% |
| 1Y | +48.6% | +56.3% | -7.7% | +40.0% |
| 3Y | +179.1% | +86.1% | +93.0% | +150.0% |
| 5Y | +144.8% | -53.6% | +198.4% | +132.1% |
| All | +483.0% | +883.2% | -400.1% | +361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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