-22.1%
ROL vs MSTU
-91.8%
+69.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.9% | +11.5% | -1.4% |
| 7D | -1.7% | -23.0% | +21.3% | -1.6% |
| 30D | +18.5% | -47.7% | +66.2% | +18.6% |
| 3M | +4.3% | +12.5% | -8.2% | +4.2% |
| 6M | -27.7% | -76.1% | +48.3% | -27.8% |
| YTD | -35.8% | -75.5% | +39.7% | -35.9% |
| 1Y | -34.1% | -90.1% | +56.0% | -34.0% |
| All | -22.1% | -91.8% | +69.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling