+216.0%
ROL vs MOS
+8.6%
+207.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +9.5% | +21.6% | -12.1% | +7.2% |
| 30D | +22.9% | +12.0% | +11.0% | +21.3% |
| 3M | +3.5% | -3.9% | +7.4% | +3.6% |
| 6M | -29.4% | -3.3% | -26.1% | -29.6% |
| YTD | -36.1% | -4.6% | -31.4% | -36.4% |
| 1Y | -34.4% | -7.0% | -27.4% | -34.6% |
| 3Y | +4.0% | -24.4% | +28.4% | +4.5% |
| 5Y | +13.2% | -32.1% | +45.3% | +11.2% |
| All | +216.0% | +8.6% | +207.4% | +178.2% |
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