+2,460.4%
MAR vs ROST
+11,125.9%
-8,665.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | -0.5% | -2.2% | +1.7% | +0.4% |
| 30D | -4.7% | -11.4% | +6.8% | -0.1% |
| 3M | -15.6% | -1.6% | -14.0% | -15.4% |
| 6M | +1.2% | +6.8% | -5.6% | -2.2% |
| YTD | +7.5% | +25.8% | -18.3% | -3.1% |
| 1Y | +26.6% | +52.4% | -25.8% | +5.5% |
| 3Y | +66.0% | +94.4% | -28.4% | +23.9% |
| 5Y | +154.1% | +108.2% | +45.9% | +79.5% |
| 10Y | +441.9% | +308.5% | +133.4% | +197.6% |
| All | +2,460.4% | +11,125.9% | -8,665.5% | +435.9% |
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