+112.0%
ROST vs MSCI
+6.7%
+105.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.7% | -2.8% |
| 7D | +0.3% | +3.0% | -2.7% | -0.8% |
| 30D | +0.5% | +17.8% | -17.3% | -4.9% |
| 3M | -5.2% | +15.2% | -20.4% | -9.8% |
| 6M | +9.8% | +16.5% | -6.6% | +3.4% |
| YTD | +29.4% | +16.4% | +13.0% | +20.9% |
| 1Y | +44.4% | +16.8% | +27.5% | +34.7% |
| 3Y | +95.0% | +35.8% | +59.2% | +65.8% |
| All | +112.0% | +6.7% | +105.3% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling