+207.9%
ROL vs MSI
+590.9%
-383.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.2% |
| 7D | -3.4% | -5.8% | +2.3% | -1.4% |
| 30D | -6.9% | -1.0% | -6.0% | -6.7% |
| 3M | -24.6% | +14.2% | -38.8% | -28.4% |
| 6M | -39.5% | +1.0% | -40.6% | -40.2% |
| YTD | -41.1% | +21.5% | -62.6% | -46.0% |
| 1Y | -37.9% | -2.1% | -35.8% | -38.3% |
| 3Y | +0.8% | +69.3% | -68.5% | -20.0% |
| 5Y | -4.7% | +99.3% | -104.0% | -30.0% |
| 10Y | +207.9% | +595.0% | -387.1% | +61.4% |
| All | +207.9% | +590.9% | -383.0% | +61.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling