+559.3%
ROKU vs MSI
+528.7%
+30.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -0.4% | -0.4% | 0.0% | -0.2% |
| 30D | +2.1% | -0.8% | +2.8% | +2.3% |
| 3M | +29.5% | +13.9% | +15.6% | +19.4% |
| 6M | +53.8% | +1.3% | +52.4% | +50.3% |
| YTD | +42.8% | +22.3% | +20.5% | +23.5% |
| 1Y | +60.7% | -3.9% | +64.6% | +60.4% |
| 3Y | +83.9% | +69.9% | +14.0% | +25.4% |
| 5Y | -52.8% | +103.8% | -156.6% | -71.8% |
| All | +559.3% | +528.7% | +30.6% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling