+554.8%
MA vs ROL
+222.1%
+332.7%
-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 | -0.3% | +7.5% | -7.9% | -3.3% |
| 30D | +11.3% | +21.1% | -9.8% | +2.8% |
| 3M | +16.7% | +3.1% | +13.5% | +14.7% |
| 6M | +32.8% | -27.4% | +60.2% | +50.4% |
| YTD | +15.6% | -34.7% | +50.3% | +36.2% |
| 1Y | +19.6% | -32.9% | +52.5% | +39.2% |
| 3Y | +72.1% | +6.1% | +66.0% | +61.1% |
| 5Y | +96.0% | +16.3% | +79.7% | +71.2% |
| 10Y | +554.8% | +214.9% | +339.9% | +239.7% |
| All | +554.8% | +222.1% | +332.7% | +239.7% |
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