+316.4%
ROST vs MSI
+670.3%
-353.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +3.2% | +7.4% | -4.2% | -0.5% |
| 30D | +7.4% | +18.7% | -11.3% | -1.3% |
| 3M | -6.1% | +14.5% | -20.5% | -12.3% |
| 6M | +6.2% | +38.1% | -31.9% | -10.3% |
| YTD | +33.4% | +38.7% | -5.3% | +10.9% |
| 1Y | +48.8% | +35.4% | +13.4% | +25.1% |
| 3Y | +99.5% | +75.1% | +24.4% | +41.5% |
| 5Y | +112.7% | +126.4% | -13.7% | +28.7% |
| 10Y | +316.4% | +671.4% | -355.0% | +61.3% |
| All | +316.4% | +670.3% | -353.9% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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