-20.8%
ROL vs MSTU
-90.1%
+69.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.1% | +7.2% | +2.1% |
| 7D | +7.5% | -9.3% | +16.8% | +7.5% |
| 30D | +21.1% | -38.3% | +59.4% | +21.2% |
| 3M | +3.1% | +24.0% | -20.9% | +3.0% |
| 6M | -27.4% | -72.1% | +44.6% | -27.6% |
| YTD | -34.7% | -70.2% | +35.5% | -34.8% |
| 1Y | -32.9% | -89.6% | +56.7% | -32.9% |
| All | -20.8% | -90.1% | +69.2% | -18.9% |
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