+217.3%
ROL vs MOS
+0.4%
+216.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.2% |
| 7D | +0.8% | +5.5% | -4.7% | +0.2% |
| 30D | +20.6% | +21.0% | -0.4% | +18.0% |
| 3M | +4.5% | -0.5% | +4.9% | +4.2% |
| 6M | -26.5% | +6.6% | -33.1% | -27.5% |
| YTD | -34.8% | -2.8% | -32.1% | -35.3% |
| 1Y | -33.2% | -8.1% | -25.1% | -33.3% |
| 3Y | +4.5% | -25.6% | +30.1% | +5.2% |
| 5Y | +15.5% | -29.8% | +45.3% | +13.0% |
| All | +217.3% | +0.4% | +216.9% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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