+556.2%
MS vs ROST
+321.2%
+235.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.2% |
| 7D | -1.7% | -1.8% | +0.1% | -0.9% |
| 30D | +0.9% | +6.8% | -5.9% | -2.1% |
| 3M | -10.8% | -4.0% | -6.8% | -9.4% |
| 6M | +0.9% | +12.9% | -12.0% | -5.6% |
| YTD | +9.8% | +34.7% | -24.9% | -5.5% |
| 1Y | +17.1% | +49.5% | -32.4% | -4.2% |
| 3Y | +175.7% | +101.5% | +74.2% | +91.8% |
| 5Y | +125.9% | +120.7% | +5.2% | +45.0% |
| 10Y | +556.2% | +317.8% | +238.3% | +225.3% |
| All | +556.2% | +321.2% | +235.0% | +225.3% |
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