+312.1%
ROST vs MRSH
+218.8%
+93.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.5% |
| 7D | +0.2% | -4.8% | +5.0% | +3.2% |
| 30D | -6.9% | -6.3% | -0.5% | -3.1% |
| 3M | -3.3% | +5.8% | -9.1% | -7.2% |
| 6M | +9.0% | +2.8% | +6.3% | +5.5% |
| YTD | +28.9% | -3.1% | +32.0% | +28.5% |
| 1Y | +54.0% | -11.3% | +65.2% | +62.1% |
| 3Y | +100.7% | -5.0% | +105.7% | +96.0% |
| 5Y | +116.0% | +19.2% | +96.8% | +75.7% |
| All | +312.1% | +218.8% | +93.3% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling