+14.7%
ROL vs MSFU
+88.0%
-73.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +3.0% | -2.8% | +5.7% | +3.1% |
| 30D | +19.8% | -5.3% | +25.1% | +19.9% |
| 3M | +7.9% | +7.2% | +0.7% | +7.3% |
| 6M | -25.6% | +51.0% | -76.6% | -27.7% |
| YTD | -34.1% | -1.2% | -32.9% | -34.7% |
| 1Y | -31.4% | -10.3% | -21.1% | -31.6% |
| 3Y | +4.7% | +22.2% | -17.5% | -0.3% |
| All | +14.7% | +88.0% | -73.3% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling