+45.4%
ROST vs MAS
+32.5%
+12.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | +1.2% | +2.4% | -1.1% | +0.9% |
| 30D | +2.5% | +19.8% | -17.4% | -1.0% |
| 3M | -9.0% | +9.8% | -18.8% | -10.6% |
| 6M | +1.3% | +15.8% | -14.4% | -2.6% |
| YTD | +29.1% | +31.8% | -2.8% | +15.0% |
| 1Y | +45.4% | +35.4% | +10.0% | +26.7% |
| All | +45.4% | +32.5% | +12.9% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling