+537.0%
MS vs ROL
+213.5%
+323.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | +3.7% | -1.7% | +5.4% | +4.3% |
| 30D | +2.0% | +18.5% | -16.6% | -4.1% |
| 3M | -12.6% | +4.3% | -16.9% | -14.2% |
| 6M | -0.3% | -27.7% | +27.5% | +10.9% |
| YTD | +9.0% | -35.8% | +44.8% | +26.2% |
| 1Y | +13.9% | -34.1% | +48.0% | +30.4% |
| 3Y | +173.6% | +2.9% | +170.7% | +154.3% |
| 5Y | +122.0% | +12.7% | +109.3% | +92.7% |
| All | +537.0% | +213.5% | +323.5% | +180.6% |
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