+128.3%
ROST vs MAGS
+184.9%
-56.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | +0.3% | +1.7% | -1.4% | -0.2% |
| 30D | +0.5% | -5.8% | +6.3% | +2.2% |
| 3M | -5.2% | +0.2% | -5.5% | -5.5% |
| 6M | +9.8% | -2.7% | +12.5% | +10.4% |
| YTD | +29.4% | +4.1% | +25.3% | +26.9% |
| 1Y | +44.4% | +7.5% | +36.8% | +40.1% |
| 3Y | +95.0% | +122.0% | -27.0% | +49.2% |
| All | +128.3% | +184.9% | -56.6% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling