+70.7%
MA vs ROST
+94.3%
-23.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +1.8% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +9.6% | +0.5% | +9.1% | +9.5% |
| 3M | +16.8% | -5.2% | +22.0% | +18.0% |
| 6M | +35.2% | +9.8% | +25.4% | +31.9% |
| YTD | +16.6% | +29.4% | -12.8% | +8.5% |
| 1Y | +19.8% | +44.4% | -24.6% | +8.0% |
| 3Y | +70.7% | +95.0% | -24.3% | +41.6% |
| All | +70.7% | +94.3% | -23.6% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling