+139,699.0%
MSFT vs ROST
+72,321.6%
+67,377.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.7% |
| 7D | -2.4% | +0.9% | -3.3% | -2.6% |
| 30D | -3.8% | +5.1% | -8.9% | -4.8% |
| 3M | +6.4% | -4.3% | +10.7% | +7.3% |
| 6M | +28.8% | +9.4% | +19.4% | +25.8% |
| YTD | +8.8% | +32.5% | -23.7% | +1.8% |
| 1Y | +3.2% | +46.9% | -43.7% | -5.7% |
| 3Y | +44.8% | +98.1% | -53.3% | +23.2% |
| 5Y | +61.8% | +116.9% | -55.1% | +33.1% |
| 10Y | +897.9% | +310.9% | +587.1% | +603.3% |
| All | +139,699.0% | +72,321.6% | +67,377.4% | +38,366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling