+100.7%
ROST vs MKSI
+190.8%
-90.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.1% |
| 7D | +0.2% | +2.7% | -2.5% | -0.1% |
| 30D | -6.9% | -12.8% | +5.9% | -5.4% |
| 3M | -3.3% | -22.5% | +19.2% | -1.5% |
| 6M | +9.0% | +19.4% | -10.3% | +3.3% |
| YTD | +28.9% | +67.7% | -38.9% | +15.2% |
| 1Y | +54.0% | +131.4% | -77.4% | +29.8% |
| 3Y | +100.7% | +197.3% | -96.6% | +58.7% |
| All | +100.7% | +190.8% | -90.1% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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