+3,195.9%
MSI vs ROP
+29,825.5%
-26,629.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +7.4% | +0.2% | +7.2% | +7.3% |
| 30D | +18.7% | +30.3% | -11.6% | +8.4% |
| 3M | +14.5% | +17.8% | -3.3% | +7.9% |
| 6M | +38.1% | +38.9% | -0.8% | +22.7% |
| YTD | +38.7% | +7.6% | +31.1% | +33.2% |
| 1Y | +35.4% | +6.5% | +28.9% | +30.5% |
| 3Y | +75.1% | -6.3% | +81.4% | +75.2% |
| 5Y | +126.4% | +0.9% | +125.5% | +120.7% |
| 10Y | +671.4% | +180.7% | +490.7% | +437.2% |
| All | +3,195.9% | +29,825.5% | -26,629.5% | +1,037.0% |
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