+303.0%
ROST vs MSCI
+594.9%
-292.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +1.0% |
| 7D | +0.2% | -2.1% | +2.3% | +1.0% |
| 30D | -10.0% | -1.7% | -8.2% | -9.5% |
| 3M | +1.2% | -8.2% | +9.4% | +4.0% |
| 6M | +8.9% | -2.4% | +11.4% | +8.7% |
| YTD | +28.1% | -2.8% | +30.9% | +27.3% |
| 1Y | +53.0% | -2.7% | +55.6% | +51.2% |
| 3Y | +97.9% | +7.3% | +90.6% | +82.8% |
| 5Y | +112.0% | -11.4% | +123.4% | +104.8% |
| 10Y | +303.0% | +605.8% | -302.9% | +77.6% |
| All | +303.0% | +594.9% | -292.0% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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