+122.0%
MS vs RPRX
+91.4%
+30.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | +3.7% | +2.1% | +1.6% | +3.1% |
| 30D | +2.0% | +21.9% | -19.9% | -3.5% |
| 3M | -12.6% | +16.9% | -29.5% | -16.4% |
| 6M | -0.3% | +34.5% | -34.8% | -8.8% |
| YTD | +9.0% | +80.9% | -72.0% | -9.2% |
| 1Y | +13.9% | +77.6% | -63.7% | -4.6% |
| 3Y | +173.6% | +173.5% | +0.1% | +94.3% |
| 5Y | +122.0% | +84.9% | +37.1% | +92.5% |
| All | +122.0% | +91.4% | +30.6% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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