+556.2%
MS vs ROL
+214.5%
+341.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | +0.9% | +20.6% | -19.7% | -5.6% |
| 3M | -10.8% | +4.5% | -15.3% | -12.6% |
| 6M | +0.9% | -26.5% | +27.4% | +11.6% |
| YTD | +9.8% | -34.8% | +44.6% | +26.5% |
| 1Y | +17.1% | -33.2% | +50.3% | +33.4% |
| 3Y | +175.7% | +4.5% | +171.2% | +154.9% |
| 5Y | +125.9% | +15.5% | +110.3% | +94.2% |
| 10Y | +556.2% | +217.2% | +338.9% | +191.3% |
| All | +556.2% | +214.5% | +341.7% | +191.3% |
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