+595.0%
MSI vs ROP
+134.1%
+460.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | +0.3% |
| 7D | -5.8% | -5.4% | -0.3% | -3.2% |
| 30D | -1.0% | -1.6% | +0.7% | -0.3% |
| 3M | +14.2% | +18.8% | -4.7% | +4.1% |
| 6M | +1.0% | +8.2% | -7.2% | -3.7% |
| YTD | +21.5% | -10.5% | +31.9% | +26.6% |
| 1Y | -2.1% | -23.7% | +21.6% | +11.0% |
| 3Y | +69.3% | -17.9% | +87.2% | +82.1% |
| 5Y | +99.3% | -15.3% | +114.7% | +108.5% |
| 10Y | +595.0% | +133.4% | +461.6% | +349.2% |
| All | +595.0% | +134.1% | +460.9% | +349.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling