+15.6%
ROL vs MTSI
+153.3%
-137.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -18.4% | +19.3% | +1.3% |
| 7D | +11.7% | -24.6% | +36.3% | +12.2% |
| 30D | +27.7% | -45.7% | +73.4% | +29.3% |
| 3M | +3.7% | -27.7% | +31.4% | +3.6% |
| 6M | -27.8% | -37.3% | +9.5% | -27.8% |
| YTD | -34.7% | +11.1% | -45.8% | -37.7% |
| 1Y | -34.1% | +27.2% | -61.3% | -38.0% |
| 3Y | +5.9% | +153.7% | -147.8% | -11.3% |
| 5Y | +15.6% | +159.0% | -143.3% | -6.5% |
| All | +15.6% | +153.3% | -137.7% | -6.5% |
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