+306.9%
ROST vs MOS
+8.6%
+298.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +1.2% | +21.6% | -20.4% | -3.4% |
| 30D | +2.5% | +12.0% | -9.5% | -0.5% |
| 3M | -9.0% | -3.9% | -5.1% | -8.8% |
| 6M | +1.3% | -3.3% | +4.7% | +0.8% |
| YTD | +29.1% | -4.6% | +33.7% | +27.0% |
| 1Y | +45.4% | -7.0% | +52.4% | +43.5% |
| 3Y | +94.9% | -24.4% | +119.3% | +95.7% |
| 5Y | +104.0% | -32.1% | +136.1% | +97.1% |
| All | +306.9% | +8.6% | +298.3% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling