Graffiti was of course a staple of the Roman era, and is the source of a lot of things that we know about that period. The graffiti that was founded Pompeii, for example, was invaluable in that sense.
Of course, that was then and this is now, and now it's just straight out vandalism.
I would say that the Colosseum is sufficiently protected these days that none of this is especially recent, but I'm pretty sure that none of it is ancient either. There is (what appears to be) one date in 1912 in there.
It's strange how antisocial behaviour can become history with enough time, and in the right context.