+122.0%
ROST vs MAGS
+187.7%
-65.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | -2.2% | +0.8% | -3.0% | -2.5% |
| 30D | -11.4% | +0.4% | -11.8% | -11.6% |
| 3M | -1.6% | +5.6% | -7.2% | -3.4% |
| 6M | +6.8% | +12.3% | -5.5% | +2.6% |
| YTD | +25.8% | +5.1% | +20.7% | +23.2% |
| 1Y | +52.4% | +14.0% | +38.4% | +45.2% |
| 3Y | +94.4% | +129.4% | -35.0% | +47.2% |
| All | +122.0% | +187.7% | -65.7% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling