-21.1%
ROL vs MSTZ
-99.3%
+78.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.6% | -7.9% | -0.3% |
| 7D | +3.4% | +21.1% | -17.7% | +3.4% |
| 30D | +20.8% | +40.1% | -19.3% | +20.8% |
| 3M | +3.7% | -66.1% | +69.8% | +3.5% |
| 6M | -27.7% | -20.7% | -6.9% | -27.8% |
| YTD | -34.9% | -78.6% | +43.7% | -35.0% |
| 1Y | -33.3% | -55.5% | +22.2% | -33.2% |
| All | -21.1% | -99.3% | +78.2% | -19.6% |
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