+72,343.6%
ROST vs MOS
+122.8%
+72,220.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -4.9% |
| 7D | +1.3% | +22.5% | -21.2% | -2.8% |
| 30D | +4.9% | +6.6% | -1.7% | +3.2% |
| 3M | -6.9% | -3.8% | -3.1% | -6.8% |
| 6M | +3.8% | -2.2% | +6.0% | +3.1% |
| YTD | +31.4% | -4.8% | +36.1% | +29.8% |
| 1Y | +46.2% | -11.7% | +57.9% | +46.3% |
| 3Y | +99.8% | -26.5% | +126.3% | +102.3% |
| 5Y | +107.6% | -32.2% | +139.8% | +105.8% |
| 10Y | +322.2% | +10.2% | +312.1% | +249.8% |
| All | +72,343.6% | +122.8% | +72,220.8% | +28,574.0% |
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