+69,820.4%
ROST vs MCO
+7,398.7%
+62,421.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -2.2% | -3.1% | +0.9% | -1.3% |
| 30D | -11.4% | -0.5% | -10.9% | -11.3% |
| 3M | -1.6% | +5.7% | -7.3% | -3.6% |
| 6M | +6.8% | +3.0% | +3.8% | +5.3% |
| YTD | +25.8% | -6.5% | +32.3% | +27.2% |
| 1Y | +52.4% | -5.8% | +58.2% | +53.4% |
| 3Y | +94.4% | +43.1% | +51.3% | +69.8% |
| 5Y | +108.2% | +29.5% | +78.7% | +85.9% |
| 10Y | +308.5% | +388.8% | -80.3% | +147.5% |
| All | +69,820.4% | +7,398.7% | +62,421.7% | +20,817.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling