+354.7%
MS vs RPRX
+75.3%
+279.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | -3.8% | +18.6% | -22.3% | -7.2% |
| 3M | -14.6% | +18.0% | -32.6% | -17.6% |
| 6M | -5.1% | +33.8% | -38.9% | -11.2% |
| YTD | +4.5% | +76.6% | -72.0% | -8.1% |
| 1Y | +13.5% | +68.2% | -54.7% | +0.8% |
| 3Y | +160.4% | +161.5% | -1.1% | +107.4% |
| 5Y | +112.9% | +91.4% | +21.5% | +83.4% |
| All | +354.7% | +75.3% | +279.4% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling