+212.7%
ROL vs MTSI
+498.4%
-285.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.3% |
| 7D | -1.7% | +29.1% | -30.8% | -3.6% |
| 30D | +18.5% | -20.4% | +38.9% | +20.0% |
| 3M | +4.3% | -20.9% | +25.3% | +5.2% |
| 6M | -27.7% | -32.3% | +4.5% | -26.6% |
| YTD | -35.8% | +43.5% | -79.3% | -40.0% |
| 1Y | -34.1% | +43.8% | -77.9% | -38.5% |
| 3Y | +2.9% | +218.8% | -215.8% | -14.5% |
| 5Y | +12.7% | +228.3% | -215.6% | -8.5% |
| All | +212.7% | +498.4% | -285.7% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling