+99.5%
ROST vs MSI
+76.3%
+23.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | -0.1% | +2.0% |
| 7D | +2.8% | +8.3% | -5.6% | +1.0% |
| 30D | +6.6% | +18.9% | -12.3% | +2.5% |
| 3M | -7.0% | +13.2% | -20.2% | -9.5% |
| 6M | +5.4% | +38.3% | -32.9% | -2.4% |
| YTD | +32.4% | +38.9% | -6.5% | +20.9% |
| 1Y | +48.4% | +36.7% | +11.7% | +36.1% |
| 3Y | +99.5% | +76.6% | +22.9% | +58.9% |
| All | +99.5% | +76.3% | +23.2% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling