+114.6%
ROST vs MRSH
+18.2%
+96.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.2% | -4.8% | +5.0% | +2.4% |
| 30D | -6.9% | -6.3% | -0.5% | -4.1% |
| 3M | -3.3% | +5.8% | -9.1% | -6.1% |
| 6M | +9.0% | +2.8% | +6.3% | +6.6% |
| YTD | +28.9% | -3.1% | +32.0% | +29.2% |
| 1Y | +54.0% | -11.3% | +65.2% | +61.7% |
| 3Y | +100.7% | -5.0% | +105.7% | +95.8% |
| All | +114.6% | +18.2% | +96.4% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling