-34.7%
ROL vs MKSI
+40.1%
-74.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.0% | +7.7% | +2.4% |
| 7D | +14.6% | -10.7% | +25.2% | +13.7% |
| 30D | +29.3% | -30.5% | +59.8% | +26.8% |
| 3M | +2.0% | -39.2% | +41.2% | -0.4% |
| 6M | -28.5% | -33.0% | +4.5% | -31.3% |
| YTD | -35.3% | +22.3% | -57.6% | -36.7% |
| 1Y | -34.7% | +42.7% | -77.4% | -35.6% |
| All | -34.7% | +40.1% | -74.8% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling