+145.1%
MS vs ROL
-3.8%
+148.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +1.4% | -1.4% | +2.8% | +1.7% |
| 30D | -0.3% | -4.1% | +3.8% | +0.6% |
| 3M | +0.3% | -22.5% | +22.8% | +5.4% |
| 6M | +31.3% | -37.7% | +69.0% | +45.2% |
| YTD | +24.7% | -39.6% | +64.2% | +38.7% |
| 1Y | +47.9% | -36.0% | +83.9% | +61.7% |
| 3Y | +178.3% | -5.1% | +183.5% | +168.6% |
| All | +145.1% | -3.8% | +148.8% | +123.2% |
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