+392.2%
MS vs ROKU
+915.9%
-523.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -1.6% | +3.5% | -5.0% | -1.9% |
| 30D | -3.8% | +5.1% | -8.9% | -4.3% |
| 3M | -14.6% | +7.0% | -21.6% | -15.3% |
| 6M | -5.1% | +25.4% | -30.5% | -7.8% |
| YTD | +4.5% | +48.0% | -43.4% | -0.8% |
| 1Y | +13.5% | +53.1% | -39.6% | +7.3% |
| 3Y | +160.4% | +92.7% | +67.7% | +133.3% |
| 5Y | +112.9% | -42.4% | +155.2% | +98.5% |
| All | +392.2% | +915.9% | -523.8% | +287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling