+15.6%
ROL vs MOS
-31.6%
+47.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.8% |
| 7D | +11.7% | +22.5% | -10.8% | +10.4% |
| 30D | +27.7% | +6.6% | +21.1% | +27.1% |
| 3M | +3.7% | -3.8% | +7.5% | +3.7% |
| 6M | -27.8% | -2.2% | -25.6% | -27.9% |
| YTD | -34.7% | -4.8% | -29.9% | -34.7% |
| 1Y | -34.1% | -11.7% | -22.4% | -33.9% |
| 3Y | +5.9% | -26.5% | +32.4% | +6.5% |
| 5Y | +15.6% | -32.2% | +47.8% | +6.1% |
| All | +15.6% | -31.6% | +47.2% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling