+553.1%
MA vs ROL
+216.1%
+336.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.4% |
| 7D | +2.3% | +9.5% | -7.2% | -1.5% |
| 30D | +14.7% | +22.9% | -8.3% | +5.3% |
| 3M | +13.5% | +3.5% | +10.0% | +11.4% |
| 6M | +33.1% | -29.4% | +62.5% | +52.5% |
| YTD | +15.1% | -36.1% | +51.1% | +36.7% |
| 1Y | +18.7% | -34.4% | +53.1% | +39.4% |
| 3Y | +72.1% | +4.0% | +68.1% | +62.4% |
| 5Y | +92.8% | +13.2% | +79.6% | +70.3% |
| All | +553.1% | +216.1% | +336.9% | +239.8% |
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