+22.5%
MA vs ROL
-34.1%
+56.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.2% | +3.3% |
| 7D | +10.2% | +14.6% | -4.3% | +7.0% |
| 30D | +19.3% | +29.3% | -9.9% | +13.2% |
| 3M | +18.0% | +2.0% | +16.0% | +17.5% |
| 6M | +33.7% | -28.5% | +62.2% | +44.4% |
| YTD | +18.6% | -35.3% | +53.9% | +29.6% |
| 1Y | +22.5% | -34.7% | +57.2% | +33.1% |
| All | +22.5% | -34.1% | +56.6% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling