-53.1%
ROKU vs MSI
+100.4%
-153.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -2.6% | -1.8% | -0.9% | -1.6% |
| 30D | +2.1% | -0.6% | +2.8% | +2.3% |
| 3M | +31.8% | +13.0% | +18.8% | +21.9% |
| 6M | +53.3% | +0.5% | +52.8% | +50.9% |
| YTD | +42.1% | +21.7% | +20.4% | +22.0% |
| 1Y | +62.3% | -2.6% | +64.9% | +62.1% |
| 3Y | +84.6% | +69.7% | +15.0% | +14.2% |
| 5Y | -53.1% | +102.8% | -155.8% | -78.2% |
| All | -53.1% | +100.4% | -153.5% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling