+123.7%
MSI vs ROIV
+413.4%
-289.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.6% |
| 7D | +2.6% | +9.2% | -6.6% | +2.1% |
| 30D | +18.1% | +19.9% | -1.8% | +16.8% |
| 3M | +13.2% | +10.6% | +2.6% | +12.3% |
| 6M | +36.3% | +36.1% | +0.2% | +33.2% |
| YTD | +39.5% | +84.3% | -44.8% | +33.3% |
| 1Y | +36.9% | +87.6% | -50.7% | +30.6% |
| 3Y | +76.1% | +353.9% | -277.8% | +57.4% |
| 5Y | +123.7% | +376.1% | -252.4% | +78.6% |
| All | +123.7% | +413.4% | -289.6% | +78.6% |
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