+161.8%
MS vs ROP
-0.9%
+162.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.7% | -5.9% |
| 7D | -3.4% | +9.2% | -12.6% | -5.1% |
| 30D | -3.9% | +35.5% | -39.4% | -10.2% |
| 3M | -15.9% | +24.4% | -40.3% | -19.9% |
| 6M | -2.5% | +38.0% | -40.5% | -10.5% |
| YTD | +5.1% | +11.1% | -6.0% | +5.7% |
| 1Y | +13.0% | +10.9% | +2.0% | +13.7% |
| All | +161.8% | -0.9% | +162.7% | +173.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling