+73,489.2%
ROST vs MSI
+4,571.4%
+68,917.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.2% | +7.4% | -4.2% | +1.3% |
| 30D | +7.4% | +18.7% | -11.3% | +3.0% |
| 3M | -6.1% | +14.5% | -20.5% | -9.2% |
| 6M | +6.2% | +38.1% | -31.9% | -2.2% |
| YTD | +33.4% | +38.7% | -5.3% | +22.2% |
| 1Y | +48.8% | +35.4% | +13.4% | +37.0% |
| 3Y | +99.5% | +75.1% | +24.4% | +71.5% |
| 5Y | +112.7% | +126.4% | -13.7% | +71.8% |
| 10Y | +316.4% | +671.4% | -355.0% | +155.6% |
| All | +73,489.2% | +4,571.4% | +68,917.8% | +16,614.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling