+4,247.3%
ROST vs MSCI
+3,095.4%
+1,151.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.0% |
| 7D | +1.2% | +2.8% | -1.6% | +0.4% |
| 30D | +2.5% | +15.4% | -13.0% | -2.2% |
| 3M | -9.0% | +13.4% | -22.4% | -12.7% |
| 6M | +1.3% | +10.9% | -9.6% | -2.7% |
| YTD | +29.1% | +13.0% | +16.1% | +22.4% |
| 1Y | +45.4% | +12.0% | +33.4% | +38.2% |
| 3Y | +94.9% | +34.1% | +60.8% | +70.6% |
| 5Y | +104.0% | +3.9% | +100.1% | +90.0% |
| 10Y | +314.8% | +802.0% | -487.2% | +94.0% |
| All | +4,247.3% | +3,095.4% | +1,151.9% | +1,211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling