+212.7%
ROL vs MSI
+663.2%
-450.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -1.7% | +2.6% | -4.3% | -2.6% |
| 30D | +18.5% | +18.1% | +0.4% | +11.7% |
| 3M | +4.3% | +13.2% | -8.9% | -0.2% |
| 6M | -27.7% | +36.3% | -64.0% | -35.6% |
| YTD | -35.8% | +39.5% | -75.3% | -44.0% |
| 1Y | -34.1% | +36.9% | -71.0% | -42.2% |
| 3Y | +2.9% | +76.1% | -73.2% | -19.3% |
| 5Y | +12.7% | +123.7% | -111.0% | -20.7% |
| All | +212.7% | +663.2% | -450.5% | +47.4% |
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 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