+52.3%
ROST vs MRSH
-7.9%
+60.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +0.9% | -3.6% | +4.5% | +1.3% |
| 30D | -8.9% | -3.0% | -5.9% | -8.6% |
| 3M | -0.8% | +15.8% | -16.7% | -1.2% |
| 6M | +8.5% | +1.6% | +6.9% | +9.1% |
| YTD | +28.6% | +1.7% | +26.9% | +29.3% |
| 1Y | +52.3% | -8.0% | +60.4% | +54.9% |
| All | +52.3% | -7.9% | +60.2% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling