+607.1%
MS vs ROST
+311.4%
+295.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.2% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | -3.8% | +2.5% | -6.2% | -4.9% |
| 3M | -14.6% | -9.0% | -5.6% | -11.2% |
| 6M | -5.1% | +1.3% | -6.4% | -6.8% |
| YTD | +4.5% | +29.1% | -24.5% | -8.4% |
| 1Y | +13.5% | +45.4% | -31.9% | -6.0% |
| 3Y | +160.4% | +94.9% | +65.5% | +83.7% |
| 5Y | +112.9% | +104.0% | +8.9% | +41.8% |
| All | +607.1% | +311.4% | +295.7% | +259.3% |
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