+99.3%
MSI vs RPRX
+74.2%
+25.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | -0.1% |
| 7D | -5.8% | -2.8% | -3.0% | -5.3% |
| 30D | -1.0% | +7.2% | -8.1% | -2.2% |
| 3M | +14.2% | +10.9% | +3.3% | +11.9% |
| 6M | +1.0% | +34.6% | -33.5% | -4.7% |
| YTD | +21.5% | +59.0% | -37.5% | +11.1% |
| 1Y | -2.1% | +72.5% | -74.7% | -12.1% |
| 3Y | +69.3% | +124.1% | -54.8% | +41.9% |
| 5Y | +99.3% | +75.9% | +23.4% | +86.1% |
| All | +99.3% | +74.2% | +25.1% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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