+82.9%
ROKU vs MSI
+69.5%
+13.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -2.6% | -1.8% | -0.9% | -2.1% |
| 30D | +2.1% | -0.6% | +2.8% | +2.2% |
| 3M | +31.8% | +13.0% | +18.8% | +25.9% |
| 6M | +53.3% | +0.5% | +52.8% | +52.5% |
| YTD | +42.1% | +21.7% | +20.4% | +29.0% |
| 1Y | +62.3% | -2.6% | +64.9% | +65.5% |
| All | +82.9% | +69.5% | +13.4% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling