+145.1%
MS vs ROKU
-54.8%
+199.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +1.4% | -1.3% | +2.7% | +1.6% |
| 30D | -0.3% | +5.9% | -6.1% | -1.2% |
| 3M | +0.3% | +23.9% | -23.6% | -3.7% |
| 6M | +31.3% | +59.6% | -28.2% | +20.5% |
| YTD | +24.7% | +43.4% | -18.8% | +16.1% |
| 1Y | +47.9% | +60.2% | -12.2% | +34.8% |
| 3Y | +178.3% | +90.4% | +87.9% | +134.8% |
| All | +145.1% | -54.8% | +199.8% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling