+154.8%
ROST vs MSFU
+70.7%
+84.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -2.2% | -2.3% | +0.1% | -2.0% |
| 30D | -11.4% | -6.3% | -5.2% | -10.8% |
| 3M | -1.6% | +40.0% | -41.6% | -6.2% |
| 6M | +6.8% | +30.1% | -23.3% | +1.9% |
| YTD | +25.8% | -10.3% | +36.1% | +26.2% |
| 1Y | +52.4% | -19.0% | +71.4% | +55.0% |
| 3Y | +94.4% | +25.8% | +68.6% | +73.4% |
| All | +154.8% | +70.7% | +84.1% | +114.4% |
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