+312.1%
ROST vs MCO
+393.6%
-81.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.5% |
| 7D | +0.2% | -3.8% | +4.0% | +2.1% |
| 30D | -6.9% | -0.4% | -6.5% | -6.8% |
| 3M | -3.3% | +7.7% | -11.0% | -7.3% |
| 6M | +9.0% | +7.0% | +2.1% | +4.5% |
| YTD | +28.9% | -6.4% | +35.3% | +30.9% |
| 1Y | +54.0% | -7.6% | +61.6% | +56.8% |
| 3Y | +100.7% | +43.2% | +57.5% | +58.4% |
| 5Y | +116.0% | +29.6% | +86.5% | +75.6% |
| All | +312.1% | +393.6% | -81.5% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling