+301.5%
ROST vs MOS
-3.5%
+305.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.5% |
| 7D | +0.3% | -2.0% | +2.2% | +0.7% |
| 30D | +0.5% | +15.3% | -14.8% | -3.1% |
| 3M | -5.2% | +1.5% | -6.7% | -6.2% |
| 6M | +9.8% | -2.0% | +11.8% | +8.9% |
| YTD | +29.4% | -6.5% | +35.9% | +27.8% |
| 1Y | +44.4% | -11.1% | +55.4% | +44.0% |
| 3Y | +95.0% | -30.3% | +125.2% | +100.0% |
| 5Y | +111.9% | -33.5% | +145.4% | +105.7% |
| All | +301.5% | -3.5% | +305.0% | +183.6% |
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