+4,231.4%
ROST vs MSCI
+2,756.4%
+1,475.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -8.9% | +0.6% | -9.5% | -9.1% |
| 3M | -0.8% | -7.1% | +6.3% | +1.1% |
| 6M | +8.5% | +0.8% | +7.7% | +7.2% |
| YTD | +28.6% | +1.0% | +27.6% | +26.5% |
| 1Y | +52.3% | +4.3% | +48.0% | +47.7% |
| 3Y | +94.8% | +9.9% | +84.9% | +82.0% |
| 5Y | +110.8% | -6.8% | +117.5% | +103.0% |
| 10Y | +304.5% | +614.7% | -310.1% | +103.1% |
| All | +4,231.4% | +2,756.4% | +1,475.0% | +1,256.6% |
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 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