+307.5%
MSI vs RPRX
+82.4%
+225.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +7.7% | +3.6% | +4.1% | +7.1% |
| 30D | +19.9% | +21.2% | -1.3% | +16.4% |
| 3M | +14.9% | +21.6% | -6.7% | +11.4% |
| 6M | +37.2% | +36.7% | +0.5% | +30.5% |
| YTD | +40.8% | +83.7% | -42.9% | +27.6% |
| 1Y | +38.1% | +83.2% | -45.0% | +25.2% |
| 3Y | +77.7% | +177.7% | -100.0% | +48.1% |
| 5Y | +129.0% | +95.8% | +33.2% | +105.4% |
| All | +307.5% | +82.4% | +225.1% | +262.4% |
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