+70.6%
MA vs ROL
+4.8%
+65.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | +0.8% | -2.5% | -2.0% |
| 30D | +11.0% | +20.6% | -9.5% | +5.3% |
| 3M | +17.9% | +4.5% | +13.4% | +16.3% |
| 6M | +33.2% | -26.5% | +59.7% | +45.7% |
| YTD | +16.5% | -34.8% | +51.3% | +31.8% |
| 1Y | +19.1% | -33.2% | +52.3% | +33.6% |
| All | +70.6% | +4.8% | +65.8% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling