+498.8%
MAR vs ROST
+300.7%
+198.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.9% |
| 7D | +1.6% | +0.3% | +1.4% | +1.4% |
| 30D | +13.8% | +0.5% | +13.3% | +13.3% |
| 3M | +20.3% | -5.2% | +25.5% | +23.2% |
| 6M | +21.3% | +9.8% | +11.5% | +13.4% |
| YTD | +37.2% | +29.4% | +7.8% | +16.2% |
| 1Y | +48.4% | +44.4% | +4.1% | +18.1% |
| 3Y | +120.1% | +95.0% | +25.1% | +43.8% |
| 5Y | +182.1% | +111.9% | +70.2% | +68.0% |
| All | +498.8% | +300.7% | +198.1% | +177.2% |
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