+70,808.4%
ROST vs MAS
+1,430.5%
+69,377.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | -8.9% | -5.6% | -3.3% | -7.4% |
| 3M | -0.8% | +4.4% | -5.3% | -2.9% |
| 6M | +8.5% | +7.2% | +1.3% | +4.8% |
| YTD | +28.6% | +16.1% | +12.5% | +20.7% |
| 1Y | +52.3% | +0.1% | +52.2% | +49.6% |
| 3Y | +94.8% | +28.3% | +66.5% | +74.2% |
| 5Y | +110.8% | +30.5% | +80.3% | +85.8% |
| 10Y | +304.5% | +139.1% | +165.4% | +192.9% |
| All | +70,808.4% | +1,430.5% | +69,377.9% | +22,378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling