+105.8%
ROST vs MOS
-32.4%
+138.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +1.2% | +21.6% | -20.4% | -1.5% |
| 30D | +2.5% | +12.0% | -9.5% | +0.7% |
| 3M | -9.0% | -3.9% | -5.1% | -8.9% |
| 6M | +1.3% | -3.3% | +4.7% | +1.1% |
| YTD | +29.1% | -4.6% | +33.7% | +27.8% |
| 1Y | +45.4% | -7.0% | +52.4% | +44.3% |
| 3Y | +94.9% | -24.4% | +119.3% | +94.9% |
| All | +105.8% | -32.4% | +138.1% | +93.6% |
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 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