+126.4%
MSI vs ROIV
+403.5%
-277.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +7.4% | +14.3% | -6.9% | +6.5% |
| 30D | +18.7% | +16.2% | +2.5% | +17.6% |
| 3M | +14.5% | +15.1% | -0.7% | +13.3% |
| 6M | +38.1% | +44.2% | -6.1% | +34.5% |
| YTD | +38.7% | +89.8% | -51.1% | +32.3% |
| 1Y | +35.4% | +94.6% | -59.2% | +28.8% |
| 3Y | +75.1% | +367.5% | -292.4% | +56.1% |
| 5Y | +126.4% | +421.4% | -295.0% | +80.9% |
| All | +126.4% | +403.5% | -277.2% | +80.9% |
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