+112.3%
ROST vs MAS
+32.0%
+80.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.1% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | -8.9% | -5.6% | -3.3% | -7.0% |
| 3M | -0.8% | +4.4% | -5.3% | -3.7% |
| 6M | +8.5% | +7.2% | +1.3% | +3.5% |
| YTD | +28.6% | +16.1% | +12.5% | +17.5% |
| 1Y | +52.3% | +0.1% | +52.2% | +48.3% |
| 3Y | +94.8% | +28.3% | +66.5% | +63.6% |
| All | +112.3% | +32.0% | +80.3% | +77.4% |
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