+9,671.9%
ROL vs MAS
+1,727.7%
+7,944.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.9% | +1.2% |
| 7D | +14.6% | +14.2% | +0.4% | +10.6% |
| 30D | +29.3% | +26.8% | +2.5% | +21.3% |
| 3M | +2.0% | +13.1% | -11.1% | -1.4% |
| 6M | -28.5% | +27.9% | -56.5% | -33.6% |
| YTD | -35.3% | +38.7% | -74.0% | -41.6% |
| 1Y | -34.7% | +40.4% | -75.1% | -41.3% |
| 3Y | +4.9% | +66.1% | -61.2% | -11.9% |
| 5Y | +13.2% | +47.4% | -34.3% | -3.5% |
| 10Y | +223.3% | +238.3% | -15.1% | +114.9% |
| All | +9,671.9% | +1,727.7% | +7,944.2% | +3,704.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling