+4.6%
ROL vs MAGS
+184.5%
-179.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | +20.8% | -7.1% | +27.8% | +21.4% |
| 3M | +3.7% | -0.7% | +4.4% | +3.6% |
| 6M | -27.7% | -1.5% | -26.1% | -27.8% |
| YTD | -34.9% | +3.9% | -38.9% | -35.4% |
| 1Y | -33.3% | +3.1% | -36.4% | -33.8% |
| 3Y | +4.3% | +121.6% | -117.3% | -8.7% |
| All | +4.6% | +184.5% | -179.9% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling