+316.4%
ROST vs MOS
+3.2%
+313.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.6% |
| 7D | +3.2% | +24.8% | -21.6% | -2.1% |
| 30D | +7.4% | +22.7% | -15.2% | +2.2% |
| 3M | -6.1% | -1.2% | -4.8% | -6.4% |
| 6M | +6.2% | +5.5% | +0.7% | +3.6% |
| YTD | +33.4% | -2.0% | +35.4% | +30.5% |
| 1Y | +48.8% | -7.9% | +56.7% | +47.3% |
| 3Y | +99.5% | -25.0% | +124.5% | +101.1% |
| 5Y | +112.7% | -27.7% | +140.4% | +102.1% |
| 10Y | +316.4% | -1.6% | +318.0% | +191.7% |
| All | +316.4% | +3.2% | +313.2% | +191.7% |
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