+13.5%
MS vs ROL
-35.3%
+48.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.6% |
| 7D | -1.6% | +9.5% | -11.0% | -1.3% |
| 30D | -3.8% | +22.9% | -26.7% | -3.2% |
| 3M | -14.6% | +3.5% | -18.1% | -14.3% |
| 6M | -5.1% | -29.4% | +24.3% | -2.9% |
| YTD | +4.5% | -36.1% | +40.6% | +11.4% |
| 1Y | +13.5% | -34.4% | +47.9% | +19.5% |
| All | +13.5% | -35.3% | +48.8% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling