+2,817.6%
MSI vs ROP
+25,523.2%
-22,705.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +0.3% |
| 7D | -3.7% | -4.4% | +0.7% | -2.3% |
| 30D | +6.8% | +3.2% | +3.6% | +5.6% |
| 3M | +14.3% | +23.1% | -8.8% | +6.2% |
| 6M | -1.6% | +13.3% | -14.9% | -6.1% |
| YTD | +22.8% | -7.9% | +30.6% | +24.6% |
| 1Y | -1.1% | -22.1% | +21.0% | +6.0% |
| 3Y | +70.5% | -16.8% | +87.3% | +78.1% |
| 5Y | +102.8% | -13.5% | +116.3% | +108.9% |
| 10Y | +597.4% | +137.7% | +459.7% | +414.7% |
| All | +2,817.6% | +25,523.2% | -22,705.6% | +963.6% |
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