+15,614.6%
MA vs ROST
+4,074.1%
+11,540.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | +2.3% | +1.2% | +1.1% | +1.7% |
| 30D | +14.7% | +2.5% | +12.2% | +13.3% |
| 3M | +13.5% | -9.0% | +22.5% | +18.0% |
| 6M | +33.1% | +1.3% | +31.8% | +30.7% |
| YTD | +15.1% | +29.1% | -14.0% | +0.6% |
| 1Y | +18.7% | +45.4% | -26.7% | -1.9% |
| 3Y | +72.1% | +94.9% | -22.8% | +21.2% |
| 5Y | +92.8% | +104.0% | -11.2% | +27.6% |
| 10Y | +571.6% | +314.8% | +256.8% | +197.4% |
| All | +15,614.6% | +4,074.1% | +11,540.5% | +1,988.4% |
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 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