+52.3%
ROST vs MAGS
+13.0%
+39.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.5% | -1.8% | -0.7% | -2.0% |
| 30D | -10.3% | +1.1% | -11.4% | -10.5% |
| 3M | -2.6% | +7.7% | -10.3% | -4.6% |
| 6M | +6.5% | +11.7% | -5.2% | +1.8% |
| YTD | +25.9% | +4.9% | +21.0% | +22.2% |
| 1Y | +52.3% | +14.3% | +38.0% | +44.5% |
| All | +52.3% | +13.0% | +39.3% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling