+40.2%
MSI vs ROIV
+87.6%
-47.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.1% |
| 7D | +3.2% | +1.7% | +1.6% | +3.3% |
| 30D | +17.6% | +17.6% | 0.0% | +17.9% |
| 3M | +14.5% | +9.0% | +5.6% | +14.8% |
| 6M | +34.3% | +35.3% | -1.0% | +34.9% |
| YTD | +39.7% | +82.2% | -42.4% | +40.2% |
| 1Y | +40.2% | +92.3% | -52.1% | +41.7% |
| All | +40.2% | +87.6% | -47.4% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling