-0.5%
ROL vs MOS
-8.7%
+8.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -1.4% | +9.5% | -11.0% | -1.9% |
| 30D | -4.1% | +10.4% | -14.5% | -4.6% |
| 3M | -22.5% | +12.9% | -35.4% | -23.1% |
| 6M | -37.7% | +1.2% | -38.9% | -37.8% |
| YTD | -39.6% | +9.3% | -48.9% | -39.9% |
| 1Y | -36.0% | -18.0% | -18.0% | -35.5% |
| 3Y | -5.1% | -29.0% | +23.9% | -4.3% |
| All | -0.5% | -8.7% | +8.2% | -3.8% |
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