+105.8%
ROST vs MAS
+39.2%
+66.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -1.0% |
| 7D | +1.2% | +2.0% | -0.7% | +0.5% |
| 30D | +2.5% | +19.4% | -16.9% | -4.3% |
| 3M | -9.0% | +9.4% | -18.4% | -12.3% |
| 6M | +1.3% | +15.3% | -14.0% | -5.5% |
| YTD | +29.1% | +31.3% | -2.3% | +12.2% |
| 1Y | +45.4% | +34.9% | +10.6% | +24.8% |
| 3Y | +94.9% | +58.6% | +36.3% | +48.1% |
| All | +105.8% | +39.2% | +66.6% | +68.8% |
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