+170.3%
ROST vs MSFU
+95.0%
+75.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.2% | +1.4% |
| 7D | +3.2% | +4.0% | -0.9% | +2.7% |
| 30D | +7.4% | -2.3% | +9.8% | +7.6% |
| 3M | -6.1% | +7.1% | -13.2% | -7.1% |
| 6M | +6.2% | +48.9% | -42.7% | 0.0% |
| YTD | +33.4% | +2.4% | +31.0% | +31.5% |
| 1Y | +48.8% | -8.1% | +56.9% | +49.2% |
| 3Y | +99.5% | +25.2% | +74.4% | +80.6% |
| All | +170.3% | +95.0% | +75.2% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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