+569.6%
MA vs ROL
+214.5%
+355.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.8% | +0.8% | -2.5% | -2.1% |
| 30D | +11.0% | +20.6% | -9.5% | +2.8% |
| 3M | +17.9% | +4.5% | +13.4% | +15.3% |
| 6M | +33.2% | -26.5% | +59.7% | +50.0% |
| YTD | +16.5% | -34.8% | +51.3% | +37.4% |
| 1Y | +19.1% | -33.2% | +52.3% | +38.8% |
| 3Y | +70.6% | +4.5% | +66.1% | +60.8% |
| 5Y | +92.1% | +15.5% | +76.6% | +68.2% |
| 10Y | +569.6% | +217.2% | +352.3% | +246.6% |
| All | +569.6% | +214.5% | +355.1% | +246.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling