-34.7%
ROL vs MTSI
+59.5%
-94.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.7% |
| 7D | +14.6% | -10.7% | +25.2% | +13.3% |
| 30D | +29.3% | -29.0% | +58.3% | +26.1% |
| 3M | +2.0% | -14.7% | +16.7% | +1.0% |
| 6M | -28.5% | -20.1% | -8.5% | -29.8% |
| YTD | -35.3% | +36.1% | -71.4% | -35.5% |
| 1Y | -34.7% | +61.7% | -96.4% | -34.4% |
| All | -34.7% | +59.5% | -94.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling