M* JR on Rolling Returns

[yogibearbull]

M* JR compares rolling returns (5- , 10-, 20- yr) and annual returns for 01/1926-09/2023. An obvious conclusion is that longer rolling-return periods smooth the returns and reveal the underlying trends. Historical data (for almost 97 years!) are also notable.

At one time, M* Charts used to provide rolling return option. May be that should be restored.

www.morningstar.com/stocks/how-time-horizon-affects-odds-equity-investing

[archer]

PV shows rolling returns. I'm surprised to find Stockcharts.com doesn't have them.

[yogibearbull]

StockCharts can be fooled into providing Rolling Returns using the ROC (n) feature. It gives %change over n periods, so, in Daily charts, use 780 days for 3-yr and 1,300 for 5-yr.

[yogibearbull]

Re StockCharts Rolling Returns with ROC(n), the free version has a limit of n = 600. So, in Daily display, that is 2.31 yrs max and in Weekly display, 11.53 yrs max.

So, one should switch to Weekly display and use n = 156 for 3 yrs, 260 for 5 yrs, 520 for 10 yrs.