+212.7%
ROL vs MSCI
+799.8%
-587.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.0% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | +18.5% | +16.2% | +2.4% | +13.0% |
| 3M | +4.3% | +16.1% | -11.8% | -0.7% |
| 6M | -27.7% | +12.9% | -40.6% | -30.8% |
| YTD | -35.8% | +14.8% | -50.6% | -39.3% |
| 1Y | -34.1% | +13.8% | -47.9% | -37.6% |
| 3Y | +2.9% | +31.2% | -28.3% | -9.1% |
| 5Y | +12.7% | +5.6% | +7.2% | +4.3% |
| All | +212.7% | +799.8% | -587.1% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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