+314.2%
ROST vs MAS
+219.8%
+94.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.8% | -2.7% |
| 7D | +1.3% | +4.6% | -3.3% | -0.7% |
| 30D | +4.9% | +19.9% | -15.0% | -3.3% |
| 3M | -6.9% | +8.9% | -15.8% | -10.7% |
| 6M | +3.8% | +20.2% | -16.3% | -5.9% |
| YTD | +31.4% | +33.9% | -2.5% | +11.3% |
| 1Y | +46.2% | +34.7% | +11.5% | +23.5% |
| 3Y | +99.8% | +60.4% | +39.4% | +49.0% |
| 5Y | +107.6% | +43.5% | +64.2% | +60.2% |
| All | +314.2% | +219.8% | +94.4% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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