+584.1%
MA vs ROL
+213.5%
+370.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.6% |
| 7D | -0.5% | -1.7% | +1.2% | +0.2% |
| 30D | +7.9% | +18.5% | -10.6% | +0.6% |
| 3M | +16.8% | +4.3% | +12.4% | +14.3% |
| 6M | +31.0% | -27.7% | +58.7% | +48.6% |
| YTD | +15.0% | -35.8% | +50.8% | +36.5% |
| 1Y | +17.0% | -34.1% | +51.1% | +37.2% |
| 3Y | +68.5% | +2.9% | +65.5% | +59.8% |
| 5Y | +85.0% | +12.7% | +72.2% | +63.7% |
| All | +584.1% | +213.5% | +370.6% | +261.1% |
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 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