+5,285.6%
MS vs ROL
+4,436.2%
+849.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.5% |
| 7D | -3.4% | +11.7% | -15.1% | -8.8% |
| 30D | -3.9% | +27.7% | -31.6% | -15.8% |
| 3M | -15.9% | +3.7% | -19.6% | -18.3% |
| 6M | -2.5% | -27.8% | +25.3% | +12.8% |
| YTD | +5.1% | -34.7% | +39.8% | +27.2% |
| 1Y | +13.0% | -34.1% | +47.1% | +35.9% |
| 3Y | +160.7% | +5.9% | +154.8% | +135.8% |
| 5Y | +114.0% | +15.6% | +98.4% | +78.1% |
| 10Y | +637.5% | +226.5% | +411.0% | +218.8% |
| All | +5,285.6% | +4,436.2% | +849.5% | +513.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling