+663.7%
ROL vs MTSI
+896.6%
-232.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -18.4% | +19.3% | +2.5% |
| 7D | +11.7% | -24.6% | +36.3% | +14.2% |
| 30D | +27.7% | -45.7% | +73.4% | +33.8% |
| 3M | +3.7% | -27.7% | +31.4% | +5.2% |
| 6M | -27.8% | -37.3% | +9.5% | -26.4% |
| YTD | -34.7% | +11.1% | -45.8% | -37.7% |
| 1Y | -34.1% | +27.2% | -61.3% | -38.2% |
| 3Y | +5.9% | +153.7% | -147.8% | -10.6% |
| 5Y | +15.6% | +159.0% | -143.3% | -4.3% |
| 10Y | +226.5% | +405.6% | -179.1% | +128.1% |
| All | +663.7% | +896.6% | -232.9% | +387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling