+161.8%
MS vs ROL
+6.1%
+155.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.0% |
| 7D | -3.4% | +11.7% | -15.1% | -4.2% |
| 30D | -3.9% | +27.7% | -31.6% | -5.7% |
| 3M | -15.9% | +3.7% | -19.6% | -16.0% |
| 6M | -2.5% | -27.8% | +25.3% | +1.4% |
| YTD | +5.1% | -34.7% | +39.8% | +11.1% |
| 1Y | +13.0% | -34.1% | +47.1% | +19.2% |
| All | +161.8% | +6.1% | +155.8% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling