-21.0%
ROL vs MSTZ
-99.3%
+78.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.1% |
| 7D | +0.8% | +31.0% | -30.3% | +0.8% |
| 30D | +20.6% | +34.0% | -13.4% | +20.6% |
| 3M | +4.5% | -67.7% | +72.2% | +4.3% |
| 6M | -26.5% | -14.9% | -11.6% | -26.6% |
| YTD | -34.8% | -79.1% | +44.2% | -34.9% |
| 1Y | -33.2% | -58.9% | +25.8% | -33.1% |
| All | -21.0% | -99.3% | +78.3% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling