+13,824.2%
MA vs ROST
+4,058.9%
+9,765.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.7% | +0.9% | -3.6% | -3.1% |
| 30D | +1.5% | -8.9% | +10.4% | +5.7% |
| 3M | +20.4% | -0.8% | +21.3% | +20.3% |
| 6M | +11.1% | +8.5% | +2.7% | +5.9% |
| YTD | +2.0% | +28.6% | -26.6% | -10.5% |
| 1Y | -2.2% | +52.3% | -54.5% | -20.8% |
| 3Y | +41.9% | +94.8% | -53.0% | +0.1% |
| 5Y | +75.4% | +110.8% | -35.4% | +14.4% |
| 10Y | +527.5% | +304.5% | +223.0% | +181.6% |
| All | +13,824.2% | +4,058.9% | +9,765.3% | +1,757.1% |
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