+100.7%
ROST vs MOH
-36.3%
+137.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.7% |
| 6M | +9.0% | +39.1% | -30.1% | +6.6% |
| YTD | +28.9% | +17.7% | +11.2% | +26.6% |
| 1Y | +54.0% | +8.4% | +45.6% | +51.3% |
| 3Y | +100.7% | -36.6% | +137.3% | +102.7% |
| All | +100.7% | -36.3% | +137.0% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling