+2.1%
ROL vs MSFU
+20.9%
-18.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | -1.7% | -4.9% | +3.2% | -1.5% |
| 30D | +18.5% | -9.1% | +27.6% | +18.8% |
| 3M | +4.3% | +8.7% | -4.3% | +3.8% |
| 6M | -27.7% | +48.3% | -76.0% | -29.4% |
| YTD | -35.8% | -1.6% | -34.2% | -36.3% |
| 1Y | -34.1% | -13.6% | -20.5% | -34.1% |
| All | +2.1% | +20.9% | -18.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling