+5,285.6%
MS vs ROP
+19,099.7%
-13,814.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.7% | -5.8% |
| 7D | -3.4% | +9.2% | -12.6% | -7.9% |
| 30D | -3.9% | +35.5% | -39.4% | -18.8% |
| 3M | -15.9% | +24.4% | -40.3% | -26.0% |
| 6M | -2.5% | +38.0% | -40.5% | -20.3% |
| YTD | +5.1% | +11.1% | -6.0% | -4.4% |
| 1Y | +13.0% | +10.9% | +2.0% | +2.8% |
| 3Y | +160.7% | -0.5% | +161.1% | +149.0% |
| 5Y | +114.0% | +4.5% | +109.5% | +97.3% |
| 10Y | +637.5% | +207.5% | +430.0% | +287.3% |
| All | +5,285.6% | +19,099.7% | -13,814.0% | +947.4% |
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