+13.6%
ROL vs MTSI
+183.3%
-169.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.8% | -12.9% | -2.2% |
| 7D | +9.5% | -10.0% | +19.5% | +9.6% |
| 30D | +22.9% | -37.2% | +60.1% | +24.1% |
| 3M | +3.5% | -30.1% | +33.6% | +4.0% |
| 6M | -29.4% | -31.9% | +2.5% | -29.4% |
| YTD | -36.1% | +23.2% | -59.2% | -39.1% |
| 1Y | -34.4% | +26.4% | -60.8% | -37.7% |
| 3Y | +4.0% | +186.2% | -182.1% | -13.3% |
| All | +13.6% | +183.3% | -169.7% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling