+118.9%
MSI vs ROP
+1.4%
+117.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.7% |
| 7D | +4.7% | +2.1% | +2.5% | +3.6% |
| 30D | +14.8% | +32.9% | -18.2% | +1.2% |
| 3M | +8.8% | +20.3% | -11.5% | 0.0% |
| 6M | +19.3% | +36.8% | -17.4% | +3.1% |
| YTD | +35.3% | +8.1% | +27.2% | +30.9% |
| 1Y | +33.8% | +8.3% | +25.5% | +29.3% |
| 3Y | +74.4% | -3.2% | +77.7% | +75.3% |
| All | +118.9% | +1.4% | +117.5% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling