-5.4%
ROL vs MAGS
+186.6%
-192.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -3.4% | +1.2% | -4.7% | -3.5% |
| 30D | -6.9% | -0.1% | -6.8% | -6.9% |
| 3M | -24.6% | +3.8% | -28.4% | -24.9% |
| 6M | -39.5% | +13.2% | -52.8% | -40.3% |
| YTD | -41.1% | +4.7% | -45.8% | -41.5% |
| 1Y | -37.9% | +14.4% | -52.3% | -39.0% |
| 3Y | +0.8% | +128.6% | -127.8% | -11.6% |
| All | -5.4% | +186.6% | -192.0% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling