+5.8%
ROL vs MAGS
+184.9%
-179.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.6% |
| 7D | +3.0% | +1.7% | +1.3% | +2.9% |
| 30D | +19.8% | -5.8% | +25.5% | +20.2% |
| 3M | +7.9% | +0.2% | +7.7% | +7.6% |
| 6M | -25.6% | -2.7% | -23.0% | -25.7% |
| YTD | -34.1% | +4.1% | -38.2% | -34.7% |
| 1Y | -31.4% | +7.5% | -38.9% | -32.1% |
| 3Y | +4.7% | +122.0% | -117.4% | -8.4% |
| All | +5.8% | +184.9% | -179.1% | -17.2% |
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