+9,030.3%
ROL vs MOS
+155.8%
+8,874.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -1.4% | +9.5% | -11.0% | -2.8% |
| 30D | -4.1% | +10.4% | -14.5% | -5.6% |
| 3M | -22.5% | +12.9% | -35.4% | -24.3% |
| 6M | -37.7% | +1.2% | -38.9% | -38.4% |
| YTD | -39.6% | +9.3% | -48.9% | -41.1% |
| 1Y | -36.0% | -18.0% | -18.0% | -35.1% |
| 3Y | -5.1% | -29.0% | +23.9% | -3.5% |
| 5Y | -3.4% | -9.6% | +6.2% | -9.0% |
| 10Y | +215.2% | +6.1% | +209.2% | +166.5% |
| All | +9,030.3% | +155.8% | +8,874.5% | +5,151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling