+222.8%
ROL vs MAS
+219.8%
+2.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.0% |
| 7D | +11.7% | +4.6% | +7.2% | +10.2% |
| 30D | +27.7% | +19.9% | +7.8% | +21.0% |
| 3M | +3.7% | +8.9% | -5.2% | +1.0% |
| 6M | -27.8% | +20.2% | -47.9% | -32.2% |
| YTD | -34.7% | +33.9% | -68.6% | -41.2% |
| 1Y | -34.1% | +34.7% | -68.8% | -40.8% |
| 3Y | +5.9% | +60.4% | -54.5% | -13.4% |
| 5Y | +15.6% | +43.5% | -27.8% | -3.4% |
| All | +222.8% | +219.8% | +2.9% | +104.6% |
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