+810.2%
MS vs ROST
+308.6%
+501.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.4% | +0.9% | +0.4% | +1.0% |
| 30D | -0.3% | -8.9% | +8.6% | +3.9% |
| 3M | +0.3% | -0.8% | +1.1% | +0.1% |
| 6M | +31.3% | +8.5% | +22.9% | +25.2% |
| YTD | +24.7% | +28.6% | -3.9% | +9.7% |
| 1Y | +47.9% | +52.3% | -4.4% | +19.8% |
| 3Y | +178.3% | +94.8% | +83.5% | +96.6% |
| 5Y | +144.9% | +110.8% | +34.1% | +60.3% |
| All | +810.2% | +308.6% | +501.6% | +343.1% |
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 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