+6,288.2%
MS vs ROP
+15,827.2%
-9,539.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +2.2% |
| 7D | +1.4% | -4.4% | +5.8% | +3.8% |
| 30D | -0.3% | +3.2% | -3.5% | -2.1% |
| 3M | +0.3% | +23.1% | -22.8% | -11.7% |
| 6M | +31.3% | +13.3% | +18.0% | +20.1% |
| YTD | +24.7% | -7.9% | +32.5% | +26.4% |
| 1Y | +47.9% | -22.1% | +70.0% | +63.4% |
| 3Y | +178.3% | -16.8% | +195.1% | +195.3% |
| 5Y | +144.9% | -13.5% | +158.4% | +151.7% |
| 10Y | +804.5% | +137.7% | +666.8% | +448.9% |
| All | +6,288.2% | +15,827.2% | -9,539.0% | +1,284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling