+70,808.4%
ROST vs MOS
+155.8%
+70,652.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +0.9% | +9.5% | -8.6% | -0.8% |
| 30D | -8.9% | +10.4% | -19.3% | -10.7% |
| 3M | -0.8% | +12.9% | -13.7% | -3.7% |
| 6M | +8.5% | +1.2% | +7.2% | +6.9% |
| YTD | +28.6% | +9.3% | +19.3% | +24.3% |
| 1Y | +52.3% | -18.0% | +70.3% | +55.2% |
| 3Y | +94.8% | -29.0% | +123.9% | +99.3% |
| 5Y | +110.8% | -9.6% | +120.3% | +97.8% |
| 10Y | +304.5% | +6.1% | +298.5% | +238.0% |
| All | +70,808.4% | +155.8% | +70,652.6% | +27,366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling