+808.5%
MS vs ROL
+214.4%
+594.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | -0.3% | -4.1% | +3.8% | +1.2% |
| 3M | +0.3% | -22.5% | +22.8% | +9.2% |
| 6M | +31.3% | -37.7% | +69.0% | +54.8% |
| YTD | +24.7% | -39.6% | +64.2% | +48.2% |
| 1Y | +47.9% | -36.0% | +83.9% | +71.1% |
| 3Y | +178.3% | -5.1% | +183.5% | +167.1% |
| 5Y | +144.9% | -3.4% | +148.3% | +126.8% |
| All | +808.5% | +214.4% | +594.1% | +316.8% |
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 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