+6.1%
ROL vs MAGS
+126.1%
-119.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.9% |
| 7D | +7.5% | +1.3% | +6.2% | +7.4% |
| 30D | +21.1% | -6.3% | +27.5% | +21.6% |
| 3M | +3.1% | -0.1% | +3.2% | +2.9% |
| 6M | -27.4% | -0.8% | -26.7% | -27.6% |
| YTD | -34.7% | +4.7% | -39.5% | -35.3% |
| 1Y | -32.9% | +6.8% | -39.7% | -33.6% |
| 3Y | +6.1% | +128.9% | -122.8% | -7.3% |
| All | +6.1% | +126.1% | -119.9% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling