+1,279.4%
ROL vs MSCI
+3,169.6%
-1,890.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.9% |
| 7D | +11.7% | +6.0% | +5.7% | +9.6% |
| 30D | +27.7% | +18.2% | +9.5% | +21.1% |
| 3M | +3.7% | +15.1% | -11.4% | -1.0% |
| 6M | -27.8% | +13.7% | -41.5% | -31.0% |
| YTD | -34.7% | +15.6% | -50.3% | -38.4% |
| 1Y | -34.1% | +16.3% | -50.4% | -38.0% |
| 3Y | +5.9% | +36.9% | -31.0% | -7.6% |
| 5Y | +15.6% | +6.3% | +9.3% | +6.4% |
| 10Y | +226.5% | +823.0% | -596.5% | +41.5% |
| All | +1,279.4% | +3,169.6% | -1,890.3% | +275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling