+14,700.0%
MO vs ROST
+69,900.8%
-55,200.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -0.3% | -10.0% | +9.7% | +0.8% |
| 3M | -2.9% | +1.2% | -4.2% | -3.2% |
| 6M | +5.8% | +8.9% | -3.2% | +4.6% |
| YTD | +22.0% | +28.1% | -6.1% | +18.6% |
| 1Y | +10.7% | +53.0% | -42.3% | +5.5% |
| 3Y | +94.4% | +97.9% | -3.5% | +79.2% |
| 5Y | +97.2% | +112.0% | -14.8% | +78.4% |
| 10Y | +103.0% | +303.0% | -200.0% | +70.4% |
| All | +14,700.0% | +69,900.8% | -55,200.8% | +8,205.0% |
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 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