+100.7%
ROST vs MAGS
+128.4%
-27.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.0% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | -6.9% | +3.2% | -10.1% | -7.8% |
| 3M | -3.3% | +7.7% | -11.0% | -5.6% |
| 6M | +9.0% | +12.5% | -3.4% | +4.7% |
| YTD | +28.9% | +6.0% | +22.9% | +25.9% |
| 1Y | +54.0% | +14.4% | +39.6% | +46.7% |
| 3Y | +100.7% | +127.5% | -26.8% | +56.4% |
| All | +100.7% | +128.4% | -27.7% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling