-28.6%
ROL vs MSTZ
-99.2%
+70.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.2% | -10.7% | -2.5% |
| 7D | -3.4% | -25.4% | +21.9% | -3.4% |
| 30D | -6.9% | -60.9% | +53.9% | -7.1% |
| 3M | -24.6% | -54.2% | +29.6% | -24.7% |
| 6M | -39.5% | -65.0% | +25.5% | -39.6% |
| YTD | -41.1% | -76.5% | +35.4% | -41.2% |
| 1Y | -37.9% | -23.4% | -14.6% | -37.7% |
| All | -28.6% | -99.2% | +70.6% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling