+119.9%
MS vs ROP
-0.2%
+120.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.5% |
| 7D | +0.7% | -1.6% | +2.4% | +1.3% |
| 30D | -0.9% | +29.5% | -30.5% | -10.1% |
| 3M | -13.0% | +17.5% | -30.5% | -18.3% |
| 6M | -2.0% | +38.1% | -40.0% | -15.2% |
| YTD | +7.8% | +7.0% | +0.8% | +5.6% |
| 1Y | +17.9% | +6.5% | +11.3% | +15.7% |
| 3Y | +174.8% | -5.5% | +180.3% | +185.1% |
| 5Y | +119.9% | -0.4% | +120.2% | +109.8% |
| All | +119.9% | -0.2% | +120.1% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling