+505.6%
MA vs ROST
+303.5%
+202.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | +1.4% | -10.0% | +11.4% | +5.8% |
| 3M | +17.7% | +1.2% | +16.5% | +16.6% |
| 6M | +9.7% | +8.9% | +0.7% | +4.6% |
| YTD | +0.5% | +28.1% | -27.6% | -11.0% |
| 1Y | -2.1% | +53.0% | -55.0% | -20.0% |
| 3Y | +40.1% | +97.9% | -57.8% | -0.2% |
| 5Y | +67.5% | +112.0% | -44.5% | +11.5% |
| 10Y | +505.6% | +303.0% | +202.6% | +225.4% |
| All | +505.6% | +303.5% | +202.1% | +225.4% |
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