-7.5%
MSCI vs ROP
-13.6%
+6.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +2.1% |
| 7D | +0.4% | -4.4% | +4.8% | +3.4% |
| 30D | +0.6% | +3.2% | -2.7% | -1.7% |
| 3M | -7.1% | +23.1% | -30.1% | -20.0% |
| 6M | +0.8% | +13.3% | -12.5% | -8.2% |
| YTD | +1.0% | -7.9% | +8.8% | +6.3% |
| 1Y | +4.3% | -22.1% | +26.4% | +24.7% |
| 3Y | +9.9% | -16.8% | +26.8% | +19.8% |
| All | -7.5% | -13.6% | +6.1% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling