+537.0%
MS vs ROP
+183.9%
+353.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.7% | -2.7% | +6.4% | +5.3% |
| 30D | +2.0% | +29.7% | -27.7% | -13.6% |
| 3M | -12.6% | +21.2% | -33.8% | -23.1% |
| 6M | -0.3% | +48.3% | -48.5% | -24.8% |
| YTD | +9.0% | +8.4% | +0.6% | +0.4% |
| 1Y | +13.9% | +6.0% | +7.9% | +6.6% |
| 3Y | +173.6% | -5.6% | +179.2% | +172.7% |
| 5Y | +122.0% | +1.3% | +120.7% | +105.8% |
| All | +537.0% | +183.9% | +353.0% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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