+107.6%
ROST vs MAS
+41.7%
+66.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.8% | -2.9% |
| 7D | +1.3% | +4.6% | -3.3% | -0.4% |
| 30D | +4.9% | +19.9% | -15.0% | -2.2% |
| 3M | -6.9% | +8.9% | -15.8% | -10.2% |
| 6M | +3.8% | +20.2% | -16.3% | -4.7% |
| YTD | +31.4% | +33.9% | -2.5% | +13.3% |
| 1Y | +46.2% | +34.7% | +11.5% | +25.7% |
| 3Y | +99.8% | +60.4% | +39.4% | +51.3% |
| 5Y | +107.6% | +43.5% | +64.2% | +69.2% |
| All | +107.6% | +41.7% | +66.0% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling