+214.7%
ROL vs MAS
+219.2%
-4.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +3.4% | +3.6% | -0.2% | +2.3% |
| 30D | +20.8% | +23.8% | -3.1% | +13.4% |
| 3M | +3.7% | +14.4% | -10.7% | -0.4% |
| 6M | -27.7% | +19.7% | -47.4% | -32.0% |
| YTD | -34.9% | +36.0% | -70.9% | -41.7% |
| 1Y | -33.3% | +40.4% | -73.7% | -40.9% |
| 3Y | +4.3% | +58.9% | -54.6% | -14.4% |
| 5Y | +15.0% | +44.5% | -29.6% | -4.1% |
| 10Y | +214.7% | +214.8% | -0.1% | +99.3% |
| All | +214.7% | +219.2% | -4.5% | +99.3% |
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