+584.1%
MA vs ROST
+310.3%
+273.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -0.5% |
| 7D | -0.5% | +0.9% | -1.4% | -0.9% |
| 30D | +7.9% | +5.1% | +2.8% | +5.6% |
| 3M | +16.8% | -4.3% | +21.0% | +18.6% |
| 6M | +31.0% | +9.4% | +21.6% | +24.9% |
| YTD | +15.0% | +32.5% | -17.4% | +0.3% |
| 1Y | +17.0% | +46.9% | -29.9% | -2.6% |
| 3Y | +68.5% | +98.1% | -29.6% | +20.0% |
| 5Y | +85.0% | +116.9% | -32.0% | +22.0% |
| All | +584.1% | +310.3% | +273.8% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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