+11,014.4%
ROST vs MKSI
+2,222.5%
+8,791.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +1.9% |
| 7D | +0.2% | +2.7% | -2.5% | -0.3% |
| 30D | -6.9% | -12.8% | +5.9% | -4.6% |
| 3M | -3.3% | -22.5% | +19.2% | -0.4% |
| 6M | +9.0% | +19.4% | -10.3% | +2.5% |
| YTD | +28.9% | +67.7% | -38.9% | +12.6% |
| 1Y | +54.0% | +131.4% | -77.4% | +25.1% |
| 3Y | +100.7% | +197.3% | -96.6% | +47.4% |
| 5Y | +116.0% | +87.0% | +29.1% | +69.6% |
| 10Y | +318.4% | +522.1% | -203.7% | +152.1% |
| All | +11,014.4% | +2,222.5% | +8,791.9% | +4,792.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling