+5.2%
ROL vs MAS
+67.0%
-61.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.9% | +1.8% |
| 7D | +14.6% | +14.2% | +0.4% | +12.1% |
| 30D | +29.3% | +26.8% | +2.5% | +24.5% |
| 3M | +2.0% | +13.1% | -11.1% | -0.3% |
| 6M | -28.5% | +27.9% | -56.5% | -31.5% |
| YTD | -35.3% | +38.7% | -74.0% | -39.0% |
| 1Y | -34.7% | +40.4% | -75.1% | -38.5% |
| All | +5.2% | +67.0% | -61.8% | -5.1% |
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