-1.6%
ROL vs MSI
+70.3%
-72.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -1.4% | -3.7% | +2.3% | -0.7% |
| 30D | -4.1% | +6.8% | -10.9% | -5.5% |
| 3M | -22.5% | +14.3% | -36.8% | -24.9% |
| 6M | -37.7% | -1.6% | -36.1% | -37.5% |
| YTD | -39.6% | +22.8% | -62.4% | -43.5% |
| 1Y | -36.0% | -1.1% | -34.9% | -35.3% |
| All | -1.6% | +70.3% | -72.0% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling