-5.1%
ROL vs MKSI
+81.7%
-86.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -3.2% | +4.9% | -8.1% | -3.5% |
| 30D | -6.6% | -11.0% | +4.4% | -6.1% |
| 3M | -27.3% | -17.1% | -10.2% | -27.3% |
| 6M | -38.1% | +16.4% | -54.5% | -39.7% |
| YTD | -41.8% | +64.3% | -106.1% | -44.8% |
| 1Y | -37.8% | +137.7% | -175.5% | -43.1% |
| 3Y | -0.3% | +189.1% | -189.4% | -14.0% |
| 5Y | -5.1% | +83.1% | -88.2% | -10.4% |
| All | -5.1% | +81.7% | -86.7% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling