+71.4%
MSFT vs ROST
+111.1%
-39.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -1.0% | -10.0% | +9.0% | +2.0% |
| 3M | +20.2% | +1.2% | +19.0% | +19.5% |
| 6M | +21.3% | +8.9% | +12.3% | +17.3% |
| YTD | +2.8% | +28.1% | -25.3% | -5.8% |
| 1Y | 0.0% | +53.0% | -53.0% | -13.9% |
| 3Y | +51.2% | +97.9% | -46.6% | +17.4% |
| 5Y | +71.4% | +112.0% | -40.5% | +21.2% |
| All | +71.4% | +111.1% | -39.6% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling