-28.6%
ROL vs MSTU
-86.5%
+57.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.6% | +6.1% | -2.5% |
| 7D | -3.4% | +16.1% | -19.6% | -3.4% |
| 30D | -6.9% | +68.7% | -75.6% | -7.1% |
| 3M | -24.6% | -11.0% | -13.6% | -24.7% |
| 6M | -39.5% | -33.4% | -6.2% | -39.6% |
| YTD | -41.1% | -59.5% | +18.4% | -41.2% |
| 1Y | -37.9% | -93.4% | +55.4% | -37.6% |
| All | -28.6% | -86.5% | +57.9% | -26.8% |
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