+214.9%
ROL vs MSI
+689.5%
-474.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.1% |
| 7D | +7.5% | +8.3% | -0.8% | +4.5% |
| 30D | +21.1% | +18.9% | +2.3% | +14.0% |
| 3M | +3.1% | +13.2% | -10.1% | -1.3% |
| 6M | -27.4% | +38.3% | -65.7% | -35.7% |
| YTD | -34.7% | +38.9% | -73.6% | -43.0% |
| 1Y | -32.9% | +36.7% | -69.6% | -41.1% |
| 3Y | +6.1% | +76.6% | -70.4% | -16.8% |
| 5Y | +16.3% | +124.5% | -108.1% | -18.3% |
| 10Y | +214.9% | +674.5% | -459.6% | +49.3% |
| All | +214.9% | +689.5% | -474.6% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling