+885.0%
MSFT vs ROST
+299.2%
+585.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -1.0% | -2.2% | +1.2% | -0.3% |
| 30D | -2.7% | -11.4% | +8.8% | +1.1% |
| 3M | +22.1% | -1.6% | +23.7% | +22.4% |
| 6M | +20.6% | +6.8% | +13.7% | +17.1% |
| YTD | +2.3% | +25.8% | -23.5% | -6.1% |
| 1Y | -0.5% | +52.4% | -52.9% | -14.7% |
| 3Y | +50.5% | +94.4% | -43.8% | +17.1% |
| 5Y | +72.3% | +108.2% | -35.9% | +26.8% |
| 10Y | +885.0% | +308.5% | +576.5% | +480.3% |
| All | +885.0% | +299.2% | +585.9% | +480.3% |
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