+255.4%
MSI vs RPRX
+66.6%
+188.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.7% | +5.1% | -8.8% | -4.4% |
| 30D | +6.8% | +11.2% | -4.4% | +5.1% |
| 3M | +14.3% | +16.7% | -2.4% | +11.5% |
| 6M | -1.6% | +36.0% | -37.6% | -6.4% |
| YTD | +22.8% | +67.8% | -45.0% | +12.9% |
| 1Y | -1.1% | +76.7% | -77.8% | -10.0% |
| 3Y | +70.5% | +128.1% | -57.6% | +47.2% |
| 5Y | +102.8% | +82.9% | +19.9% | +84.0% |
| All | +255.4% | +66.6% | +188.8% | +220.7% |
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