+301.5%
ROST vs MSI
+664.3%
-362.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.3% | +3.2% | -3.0% | -1.3% |
| 30D | +0.5% | +17.6% | -17.1% | -7.3% |
| 3M | -5.2% | +14.5% | -19.8% | -11.5% |
| 6M | +9.8% | +34.3% | -24.4% | -5.8% |
| YTD | +29.4% | +39.7% | -10.3% | +7.1% |
| 1Y | +44.4% | +40.2% | +4.2% | +19.2% |
| 3Y | +95.0% | +77.1% | +17.9% | +37.4% |
| 5Y | +111.9% | +124.0% | -12.2% | +29.0% |
| All | +301.5% | +664.3% | -362.9% | +54.7% |
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