+306.9%
ROST vs MAS
+213.7%
+93.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -0.9% |
| 7D | +1.2% | +2.0% | -0.7% | +0.4% |
| 30D | +2.5% | +19.4% | -16.9% | -5.4% |
| 3M | -9.0% | +9.4% | -18.4% | -12.8% |
| 6M | +1.3% | +15.3% | -14.0% | -6.4% |
| YTD | +29.1% | +31.3% | -2.3% | +10.3% |
| 1Y | +45.4% | +34.9% | +10.6% | +22.7% |
| 3Y | +94.9% | +58.6% | +36.3% | +46.0% |
| 5Y | +104.0% | +40.7% | +63.3% | +58.7% |
| All | +306.9% | +213.7% | +93.2% | +116.5% |
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