+160.4%
ROST vs MSFU
+76.3%
+84.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.7% | +0.1% |
| 7D | +0.9% | -5.7% | +6.6% | +1.6% |
| 30D | -8.9% | +4.2% | -13.1% | -9.4% |
| 3M | -0.8% | +27.9% | -28.7% | -4.3% |
| 6M | +8.5% | +37.1% | -28.6% | +2.8% |
| YTD | +28.6% | -7.4% | +36.0% | +28.5% |
| 1Y | +52.3% | -19.6% | +71.9% | +55.5% |
| 3Y | +94.8% | +33.2% | +61.6% | +72.3% |
| All | +160.4% | +76.3% | +84.1% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling