+51.2%
MSFT vs ROST
+97.5%
-46.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -1.0% | -10.2% | +9.1% | +1.1% |
| 3M | +20.2% | +1.0% | +19.2% | +19.8% |
| 6M | +21.3% | +8.7% | +12.5% | +18.5% |
| YTD | +2.8% | +27.8% | -25.0% | -3.7% |
| 1Y | 0.0% | +52.7% | -52.7% | -11.2% |
| 3Y | +51.2% | +97.5% | -46.2% | +24.6% |
| All | +51.2% | +97.5% | -46.2% | +24.6% |
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