+561.0%
ROKU vs MSI
+524.4%
+36.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.5% |
| 7D | -0.1% | -5.8% | +5.6% | +3.2% |
| 30D | +1.5% | -1.0% | +2.4% | +1.8% |
| 3M | +25.7% | +14.2% | +11.6% | +15.7% |
| 6M | +54.5% | +1.0% | +53.4% | +51.2% |
| YTD | +43.2% | +21.5% | +21.7% | +24.3% |
| 1Y | +56.3% | -2.1% | +58.4% | +54.1% |
| 3Y | +86.1% | +69.3% | +16.8% | +27.1% |
| 5Y | -53.6% | +99.3% | -152.9% | -71.9% |
| All | +561.0% | +524.4% | +36.6% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling