+17.1%
MS vs ROP
+7.5%
+9.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | -1.7% | -2.9% | +1.2% | -1.8% |
| 30D | +0.9% | +30.1% | -29.1% | +2.0% |
| 3M | -10.8% | +19.9% | -30.7% | -10.0% |
| 6M | +0.9% | +46.0% | -45.1% | +0.3% |
| YTD | +9.8% | +8.4% | +1.4% | +12.3% |
| 1Y | +17.1% | +8.8% | +8.3% | +19.3% |
| All | +17.1% | +7.5% | +9.6% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling