+304.4%
MSI vs RPRX
+81.2%
+223.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +3.2% | +3.3% | -0.1% | +2.7% |
| 30D | +17.6% | +17.9% | -0.3% | +14.7% |
| 3M | +14.5% | +19.2% | -4.7% | +11.4% |
| 6M | +34.3% | +31.7% | +2.5% | +28.4% |
| YTD | +39.7% | +82.5% | -42.7% | +26.7% |
| 1Y | +40.2% | +78.4% | -38.3% | +27.5% |
| 3Y | +77.1% | +177.0% | -99.8% | +47.6% |
| 5Y | +124.0% | +86.5% | +37.6% | +102.0% |
| All | +304.4% | +81.2% | +223.2% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling