+578.8%
MS vs ROL
+222.1%
+356.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.4% |
| 7D | +0.7% | +7.5% | -6.8% | -1.8% |
| 30D | -0.9% | +21.1% | -22.1% | -7.5% |
| 3M | -13.0% | +3.1% | -16.1% | -14.3% |
| 6M | -2.0% | -27.4% | +25.5% | +8.9% |
| YTD | +7.8% | -34.7% | +42.5% | +24.1% |
| 1Y | +17.9% | -32.9% | +50.8% | +34.1% |
| 3Y | +174.8% | +6.1% | +168.6% | +152.4% |
| 5Y | +119.9% | +16.3% | +103.5% | +88.5% |
| 10Y | +578.8% | +214.9% | +364.0% | +220.2% |
| All | +578.8% | +222.1% | +356.8% | +220.2% |
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