+6.3%
MSCI vs ROIV
+369.5%
-363.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.4% |
| 7D | +6.0% | -2.4% | +8.4% | +6.3% |
| 30D | +18.2% | +3.1% | +15.1% | +17.9% |
| 3M | +15.1% | +5.8% | +9.3% | +14.2% |
| 6M | +13.7% | +29.3% | -15.6% | +10.3% |
| YTD | +15.6% | +68.8% | -53.2% | +8.8% |
| 1Y | +16.3% | +81.0% | -64.7% | +8.6% |
| 3Y | +36.9% | +294.6% | -257.7% | +16.6% |
| 5Y | +6.3% | +373.1% | -366.8% | -21.6% |
| All | +6.3% | +369.5% | -363.2% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling