+4.0%
ROL vs MSI
+77.7%
-73.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +9.5% | +4.7% | +4.8% | +8.4% |
| 30D | +22.9% | +14.8% | +8.2% | +19.5% |
| 3M | +3.5% | +8.8% | -5.3% | +1.7% |
| 6M | -29.4% | +19.3% | -48.7% | -32.1% |
| YTD | -36.1% | +35.3% | -71.4% | -41.3% |
| 1Y | -34.4% | +33.8% | -68.1% | -39.5% |
| 3Y | +4.0% | +74.4% | -70.4% | -15.2% |
| All | +4.0% | +77.7% | -73.7% | -15.2% |
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