+808.5%
MS vs ROP
+137.6%
+670.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +2.5% |
| 7D | +1.4% | -4.4% | +5.8% | +4.2% |
| 30D | -0.3% | +3.2% | -3.5% | -2.5% |
| 3M | +0.3% | +23.1% | -22.8% | -14.2% |
| 6M | +31.3% | +13.3% | +18.0% | +17.9% |
| YTD | +24.7% | -7.9% | +32.5% | +28.0% |
| 1Y | +47.9% | -22.1% | +70.0% | +70.3% |
| 3Y | +178.3% | -16.8% | +195.1% | +200.8% |
| 5Y | +144.9% | -13.5% | +158.4% | +151.5% |
| All | +808.5% | +137.6% | +670.9% | +292.8% |
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