+3,199.6%
MSI vs ROP
+29,647.0%
-26,447.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +3.0% |
| 7D | +8.3% | -1.6% | +10.0% | +8.9% |
| 30D | +18.9% | +29.5% | -10.7% | +8.7% |
| 3M | +13.2% | +17.5% | -4.3% | +6.8% |
| 6M | +38.3% | +38.1% | +0.2% | +23.0% |
| YTD | +38.9% | +7.0% | +31.9% | +33.6% |
| 1Y | +36.7% | +6.5% | +30.2% | +31.7% |
| 3Y | +76.6% | -5.5% | +82.0% | +76.1% |
| 5Y | +124.5% | -0.4% | +124.9% | +119.8% |
| 10Y | +674.5% | +183.6% | +490.9% | +437.7% |
| All | +3,199.6% | +29,647.0% | -26,447.4% | +1,040.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling