-36.0%
ROL vs MSI
-0.7%
-35.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -1.4% | -3.7% | +2.3% | -1.5% |
| 30D | -4.1% | +6.8% | -10.9% | -3.9% |
| 3M | -22.5% | +14.3% | -36.8% | -22.3% |
| 6M | -37.7% | -1.6% | -36.1% | -38.6% |
| YTD | -39.6% | +22.8% | -62.4% | -40.2% |
| 1Y | -36.0% | -1.1% | -34.9% | -32.5% |
| All | -36.0% | -0.7% | -35.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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