+16.0%
ROL vs MSI
+124.3%
-108.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +3.0% | +3.2% | -0.3% | +1.9% |
| 30D | +19.8% | +17.6% | +2.2% | +13.6% |
| 3M | +7.9% | +14.5% | -6.6% | +3.1% |
| 6M | -25.6% | +34.3% | -59.9% | -32.9% |
| YTD | -34.1% | +39.7% | -73.9% | -42.5% |
| 1Y | -31.4% | +40.2% | -71.6% | -40.2% |
| 3Y | +4.7% | +77.1% | -72.5% | -19.5% |
| All | +16.0% | +124.3% | -108.3% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling