+95.0%
ROST vs MSCI
+34.1%
+60.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.7% | -2.6% |
| 7D | +0.3% | +3.0% | -2.7% | -0.4% |
| 30D | +0.5% | +17.8% | -17.3% | -2.8% |
| 3M | -5.2% | +15.2% | -20.4% | -8.0% |
| 6M | +9.8% | +16.5% | -6.6% | +5.9% |
| YTD | +29.4% | +16.4% | +13.0% | +24.2% |
| 1Y | +44.4% | +16.8% | +27.5% | +38.4% |
| 3Y | +95.0% | +35.8% | +59.2% | +79.6% |
| All | +95.0% | +34.1% | +60.9% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling