+9.0%
MSFT vs ROST
+54.7%
-45.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.1% | +0.6% | +6.3% |
| 7D | +4.7% | +7.8% | -3.1% | +4.2% |
| 30D | +5.8% | +8.6% | -2.7% | +5.4% |
| 3M | +13.0% | -1.9% | +14.9% | +12.6% |
| 6M | +34.9% | +9.1% | +25.8% | +34.5% |
| YTD | +15.7% | +37.2% | -21.6% | +18.0% |
| 1Y | +9.0% | +52.7% | -43.8% | +12.2% |
| All | +9.0% | +54.7% | -45.7% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling