+158.9%
ROST vs MSFU
+72.2%
+86.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | 0.0% | -3.2% | +3.2% | +0.4% |
| 30D | -10.2% | -3.1% | -7.0% | -9.9% |
| 3M | +1.0% | +35.3% | -34.2% | -3.3% |
| 6M | +8.7% | +31.6% | -22.9% | +3.5% |
| YTD | +27.8% | -9.5% | +37.3% | +28.1% |
| 1Y | +52.7% | -18.4% | +71.1% | +55.2% |
| 3Y | +97.5% | +26.9% | +70.5% | +76.0% |
| All | +158.9% | +72.2% | +86.6% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling