+102.8%
MSI vs ROIV
+250.7%
-147.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -3.7% | +0.6% | -4.3% | -3.7% |
| 30D | +6.8% | +1.0% | +5.9% | +6.7% |
| 3M | +14.3% | +18.3% | -4.0% | +13.2% |
| 6M | -1.6% | +18.3% | -19.9% | -2.7% |
| YTD | +22.8% | +61.0% | -38.2% | +19.0% |
| 1Y | -1.1% | +177.9% | -179.0% | -7.4% |
| 3Y | +70.5% | +199.1% | -128.6% | +57.6% |
| All | +102.8% | +250.7% | -147.9% | +69.5% |
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