+206.6%
ROL vs MKSI
+524.1%
-317.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | -3.2% | +2.7% | -5.8% | -3.5% |
| 30D | -4.9% | -12.8% | +7.9% | -3.5% |
| 3M | -25.8% | -22.5% | -3.3% | -24.5% |
| 6M | -37.6% | +19.4% | -56.9% | -40.5% |
| YTD | -41.5% | +67.7% | -109.2% | -47.1% |
| 1Y | -39.5% | +131.4% | -170.9% | -48.3% |
| 3Y | +0.1% | +197.3% | -197.2% | -22.2% |
| 5Y | -4.6% | +87.0% | -91.6% | -21.2% |
| All | +206.6% | +524.1% | -317.5% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling