+820.4%
MSCI vs ROP
+183.0%
+637.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -1.9% | -2.9% | +1.1% | +0.1% |
| 30D | +16.5% | +30.1% | -13.6% | -2.7% |
| 3M | +18.2% | +19.9% | -1.7% | +4.1% |
| 6M | +14.0% | +46.0% | -32.0% | -13.1% |
| YTD | +16.6% | +8.4% | +8.2% | +8.5% |
| 1Y | +14.8% | +8.8% | +6.0% | +6.5% |
| 3Y | +33.3% | -5.6% | +38.9% | +34.0% |
| 5Y | +9.1% | +3.0% | +6.1% | +2.6% |
| 10Y | +820.4% | +184.0% | +636.4% | +419.1% |
| All | +820.4% | +183.0% | +637.3% | +419.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling