+112.3%
ROST vs MOS
-8.7%
+121.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +0.9% | +9.5% | -8.6% | -0.3% |
| 30D | -8.9% | +10.4% | -19.3% | -10.1% |
| 3M | -0.8% | +12.9% | -13.7% | -2.7% |
| 6M | +8.5% | +1.2% | +7.2% | +7.4% |
| YTD | +28.6% | +9.3% | +19.3% | +25.5% |
| 1Y | +52.3% | -18.0% | +70.3% | +54.7% |
| 3Y | +94.8% | -29.0% | +123.9% | +98.3% |
| All | +112.3% | -8.7% | +121.1% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling