+47.6%
MSFT vs ROST
+100.4%
-52.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | +2.3% | +3.2% | -0.8% | +1.8% |
| 30D | -0.4% | +7.4% | -7.8% | -1.7% |
| 3M | +5.6% | -6.1% | +11.6% | +6.7% |
| 6M | +29.0% | +6.2% | +22.7% | +27.1% |
| YTD | +10.9% | +33.4% | -22.5% | +3.4% |
| 1Y | +6.2% | +48.8% | -42.6% | -3.8% |
| 3Y | +47.6% | +99.5% | -51.9% | +29.5% |
| All | +47.6% | +100.4% | -52.8% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling