+15,762.5%
MA vs ROST
+4,216.1%
+11,546.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.1% |
| 7D | +1.8% | +3.2% | -1.4% | +0.3% |
| 30D | +11.8% | +7.4% | +4.4% | +8.2% |
| 3M | +17.2% | -6.1% | +23.2% | +20.1% |
| 6M | +33.4% | +6.2% | +27.2% | +28.3% |
| YTD | +16.1% | +33.4% | -17.3% | 0.0% |
| 1Y | +19.9% | +48.8% | -28.9% | -1.9% |
| 3Y | +70.1% | +99.5% | -29.5% | +18.6% |
| 5Y | +89.6% | +112.7% | -23.0% | +23.2% |
| 10Y | +568.4% | +316.4% | +252.0% | +195.8% |
| All | +15,762.5% | +4,216.1% | +11,546.4% | +1,976.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling