+100.7%
ROST vs MGY
+25.2%
+75.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | +0.2% | +3.5% | -3.3% | -0.1% |
| 30D | -6.9% | +5.3% | -12.1% | -7.3% |
| 3M | -3.3% | +2.6% | -6.0% | -3.6% |
| 6M | +9.0% | -3.3% | +12.3% | +8.9% |
| YTD | +28.9% | +29.2% | -0.4% | +23.2% |
| 1Y | +54.0% | +18.0% | +35.9% | +48.9% |
| 3Y | +100.7% | +30.0% | +70.7% | +85.0% |
| All | +100.7% | +25.2% | +75.6% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling