+122.9%
MS vs ROST
+109.2%
+13.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.6% |
| 7D | +5.1% | +0.3% | +4.8% | +5.0% |
| 30D | +5.7% | +0.5% | +5.2% | +5.5% |
| 3M | -12.2% | -5.2% | -6.9% | -10.6% |
| 6M | -0.5% | +9.8% | -10.3% | -4.8% |
| YTD | +9.8% | +29.4% | -19.6% | -1.5% |
| 1Y | +17.7% | +44.4% | -26.6% | +1.1% |
| 3Y | +176.8% | +95.0% | +81.8% | +107.0% |
| All | +122.9% | +109.2% | +13.7% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling