+308.5%
ROST vs MSI
+593.5%
-285.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | -2.2% | -4.0% | +1.7% | -0.3% |
| 30D | -11.4% | -0.5% | -11.0% | -11.3% |
| 3M | -1.6% | +11.4% | -13.0% | -7.1% |
| 6M | +6.8% | +1.0% | +5.9% | +5.0% |
| YTD | +25.8% | +20.7% | +5.2% | +12.2% |
| 1Y | +52.4% | -2.7% | +55.1% | +51.5% |
| 3Y | +94.4% | +68.2% | +26.2% | +40.0% |
| 5Y | +108.2% | +100.0% | +8.3% | +34.5% |
| 10Y | +308.5% | +596.9% | -288.4% | +71.6% |
| All | +308.5% | +593.5% | -285.0% | +71.6% |
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