+424.9%
MAR vs ROST
+308.3%
+116.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.1% | -2.5% | +0.4% | -0.7% |
| 30D | -5.7% | -10.3% | +4.6% | -0.1% |
| 3M | -14.6% | -2.6% | -12.0% | -13.9% |
| 6M | +1.3% | +6.5% | -5.2% | -3.4% |
| YTD | +6.7% | +25.9% | -19.2% | -7.9% |
| 1Y | +26.4% | +52.3% | -25.9% | -2.2% |
| 3Y | +64.7% | +94.6% | -29.8% | +8.0% |
| 5Y | +153.1% | +111.1% | +42.0% | +51.1% |
| All | +424.9% | +308.3% | +116.5% | +143.0% |
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