-22.4%
ROL vs MSTU
-89.5%
+67.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.1% |
| 7D | +9.5% | -4.3% | +13.8% | +9.5% |
| 30D | +22.9% | -34.6% | +57.5% | +23.0% |
| 3M | +3.5% | +39.0% | -35.5% | +3.4% |
| 6M | -29.4% | -70.5% | +41.1% | -29.5% |
| YTD | -36.1% | -68.6% | +32.6% | -36.1% |
| 1Y | -34.4% | -88.6% | +54.3% | -34.3% |
| All | -22.4% | -89.5% | +67.1% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling