-22.1%
ROL vs MSTZ
-99.2%
+77.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.8% | -14.3% | -1.4% |
| 7D | -1.7% | +25.6% | -27.3% | -1.6% |
| 30D | +18.5% | +50.6% | -32.0% | +18.6% |
| 3M | +4.3% | -64.5% | +68.8% | +4.2% |
| 6M | -27.7% | -14.0% | -13.7% | -27.8% |
| YTD | -35.8% | -76.4% | +40.6% | -35.9% |
| 1Y | -34.1% | -56.2% | +22.1% | -34.0% |
| All | -22.1% | -99.2% | +77.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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