+214.2%
ROL vs MAS
+137.9%
+76.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | -1.4% | -0.8% | -0.7% | -1.2% |
| 30D | -4.1% | -5.6% | +1.5% | -2.6% |
| 3M | -22.5% | +4.4% | -27.0% | -24.1% |
| 6M | -37.7% | +7.2% | -44.9% | -39.7% |
| YTD | -39.6% | +16.1% | -55.7% | -43.2% |
| 1Y | -36.0% | +0.1% | -36.1% | -37.2% |
| 3Y | -5.1% | +28.3% | -33.4% | -16.7% |
| 5Y | -3.4% | +30.5% | -33.8% | -17.5% |
| All | +214.2% | +137.9% | +76.2% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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