+160.4%
MS vs ROL
+3.8%
+156.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.4% |
| 7D | -1.6% | +9.5% | -11.0% | -2.2% |
| 30D | -3.8% | +22.9% | -26.7% | -5.3% |
| 3M | -14.6% | +3.5% | -18.1% | -14.7% |
| 6M | -5.1% | -29.4% | +24.3% | -1.1% |
| YTD | +4.5% | -36.1% | +40.6% | +10.7% |
| 1Y | +13.5% | -34.4% | +47.9% | +19.7% |
| 3Y | +160.4% | +4.0% | +156.4% | +140.9% |
| All | +160.4% | +3.8% | +156.6% | +140.9% |
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