+109.7%
ROST vs MCO
+26.6%
+83.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -2.5% | -7.3% | +4.8% | +0.7% |
| 30D | -10.3% | -1.7% | -8.6% | -9.7% |
| 3M | -2.6% | +3.9% | -6.5% | -4.7% |
| 6M | +6.5% | +3.8% | +2.7% | +4.0% |
| YTD | +25.9% | -7.9% | +33.8% | +28.8% |
| 1Y | +52.3% | -6.8% | +59.2% | +54.4% |
| 3Y | +94.6% | +40.9% | +53.6% | +55.9% |
| All | +109.7% | +26.6% | +83.1% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling