+6,288.2%
MS vs ROST
+51,930.1%
-45,641.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.4% | +0.9% | +0.4% | +1.0% |
| 30D | -0.3% | -8.9% | +8.6% | +3.3% |
| 3M | +0.3% | -0.8% | +1.1% | +0.1% |
| 6M | +31.3% | +8.5% | +22.9% | +26.2% |
| YTD | +24.7% | +28.6% | -3.9% | +11.9% |
| 1Y | +47.9% | +52.3% | -4.4% | +23.9% |
| 3Y | +178.3% | +94.8% | +83.5% | +108.7% |
| 5Y | +144.9% | +110.8% | +34.1% | +72.7% |
| 10Y | +804.5% | +304.5% | +500.0% | +380.4% |
| All | +6,288.2% | +51,930.1% | -45,641.9% | +947.7% |
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