+304.4%
ROST vs MAS
+137.9%
+166.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.2% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | -8.9% | -5.6% | -3.3% | -6.7% |
| 3M | -0.8% | +4.4% | -5.3% | -4.0% |
| 6M | +8.5% | +7.2% | +1.3% | +2.9% |
| YTD | +28.6% | +16.1% | +12.5% | +16.5% |
| 1Y | +52.3% | +0.1% | +52.2% | +47.8% |
| 3Y | +94.8% | +28.3% | +66.5% | +61.8% |
| 5Y | +110.8% | +30.5% | +80.3% | +69.6% |
| All | +304.4% | +137.9% | +166.5% | +140.0% |
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