+71,068.6%
ROST vs MSI
+4,457.4%
+66,611.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +1.2% | +4.7% | -3.4% | +0.1% |
| 30D | +2.5% | +14.8% | -12.3% | -1.0% |
| 3M | -9.0% | +8.8% | -17.8% | -10.9% |
| 6M | +1.3% | +19.3% | -18.0% | -3.5% |
| YTD | +29.1% | +35.3% | -6.3% | +18.9% |
| 1Y | +45.4% | +33.8% | +11.7% | +34.3% |
| 3Y | +94.9% | +74.4% | +20.4% | +67.6% |
| 5Y | +104.0% | +120.5% | -16.5% | +65.9% |
| 10Y | +314.8% | +685.2% | -370.4% | +153.9% |
| All | +71,068.6% | +4,457.4% | +66,611.2% | +16,161.0% |
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