+60.0%
MSCI vs ROIV
+270.3%
-210.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.4% | -2.8% |
| 7D | +2.8% | +5.3% | -2.5% | +2.4% |
| 30D | +15.4% | +11.9% | +3.5% | +14.3% |
| 3M | +13.4% | +10.7% | +2.7% | +12.2% |
| 6M | +10.9% | +34.9% | -24.0% | +7.4% |
| YTD | +13.0% | +79.2% | -66.2% | +6.3% |
| 1Y | +12.0% | +89.0% | -77.0% | +4.8% |
| 3Y | +34.1% | +337.3% | -303.2% | +14.8% |
| 5Y | +3.9% | +402.3% | -398.4% | -20.4% |
| All | +60.0% | +270.3% | -210.3% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling