-2.7%
MSI vs ROP
-24.5%
+21.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.5% |
| 7D | -4.0% | -6.1% | +2.1% | -3.2% |
| 30D | -0.5% | -3.4% | +2.9% | -0.1% |
| 3M | +11.4% | +16.7% | -5.3% | +9.6% |
| 6M | +1.0% | +8.1% | -7.1% | -0.7% |
| YTD | +20.7% | -11.7% | +32.3% | +22.5% |
| 1Y | -2.7% | -24.2% | +21.5% | +2.7% |
| All | -2.7% | -24.5% | +21.8% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling