+112.4%
MS vs ROL
+13.1%
+99.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.1% |
| 7D | -1.6% | +9.5% | -11.0% | -3.3% |
| 30D | -3.8% | +22.9% | -26.7% | -7.7% |
| 3M | -14.6% | +3.5% | -18.1% | -15.3% |
| 6M | -5.1% | -29.4% | +24.3% | +2.3% |
| YTD | +4.5% | -36.1% | +40.6% | +15.3% |
| 1Y | +13.5% | -34.4% | +47.9% | +24.3% |
| 3Y | +160.4% | +4.0% | +156.4% | +144.2% |
| All | +112.4% | +13.1% | +99.3% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling