-1.6%
ROL vs MAS
+29.0%
-30.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | -1.4% | -0.8% | -0.7% | -1.3% |
| 30D | -4.1% | -5.6% | +1.5% | -3.3% |
| 3M | -22.5% | +4.4% | -27.0% | -23.4% |
| 6M | -37.7% | +7.2% | -44.9% | -38.8% |
| YTD | -39.6% | +16.1% | -55.7% | -41.6% |
| 1Y | -36.0% | +0.1% | -36.1% | -36.8% |
| All | -1.6% | +29.0% | -30.7% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling