+330.7%
ROST vs MGY
+209.8%
+120.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.5% | +1.8% | -4.3% | -2.9% |
| 30D | -10.3% | +6.5% | -16.8% | -11.6% |
| 3M | -2.6% | +0.3% | -2.9% | -3.1% |
| 6M | +6.5% | -2.4% | +8.9% | +5.9% |
| YTD | +25.9% | +29.0% | -3.1% | +17.3% |
| 1Y | +52.3% | +17.0% | +35.3% | +44.7% |
| 3Y | +94.6% | +26.2% | +68.4% | +77.1% |
| 5Y | +111.1% | +92.3% | +18.8% | +63.3% |
| All | +330.7% | +209.8% | +120.9% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling