-0.5%
MSFT vs ROST
+51.1%
-51.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | -1.0% | -2.2% | +1.2% | -1.0% |
| 30D | -2.7% | -11.4% | +8.8% | -2.4% |
| 3M | +22.1% | -1.6% | +23.7% | +22.3% |
| 6M | +20.6% | +6.8% | +13.7% | +20.6% |
| YTD | +2.3% | +25.8% | -23.5% | +3.3% |
| 1Y | -0.5% | +52.4% | -52.9% | 0.0% |
| All | -0.5% | +51.1% | -51.7% | 0.0% |
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