+318.1%
ROST vs MOS
+0.4%
+317.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.8% | +5.5% | -7.3% | -3.0% |
| 30D | +6.8% | +21.0% | -14.1% | +1.9% |
| 3M | -4.0% | -0.5% | -3.5% | -4.6% |
| 6M | +12.9% | +6.6% | +6.3% | +9.8% |
| YTD | +34.7% | -2.8% | +37.5% | +32.0% |
| 1Y | +49.5% | -8.1% | +57.6% | +48.0% |
| 3Y | +101.5% | -25.6% | +127.1% | +103.4% |
| 5Y | +120.7% | -29.8% | +150.4% | +111.4% |
| All | +318.1% | +0.4% | +317.7% | +192.8% |
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