+54.0%
ROST vs MOH
+4.9%
+49.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.4% | +2.2% |
| 7D | +0.2% | +1.7% | -1.5% | +0.1% |
| 30D | -6.9% | -0.9% | -6.0% | -6.8% |
| 3M | -3.3% | +5.7% | -9.0% | -3.8% |
| 6M | +9.0% | +39.1% | -30.1% | +6.1% |
| YTD | +28.9% | +17.7% | +11.2% | +25.8% |
| 1Y | +54.0% | +8.4% | +45.6% | +47.4% |
| All | +54.0% | +4.9% | +49.0% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling