+70,808.4%
ROST vs MSI
+4,035.2%
+66,773.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.9% | -3.7% | +4.6% | +1.8% |
| 30D | -8.9% | +6.8% | -15.7% | -10.4% |
| 3M | -0.8% | +14.3% | -15.1% | -4.2% |
| 6M | +8.5% | -1.6% | +10.1% | +8.3% |
| YTD | +28.6% | +22.8% | +5.8% | +21.4% |
| 1Y | +52.3% | -1.1% | +53.4% | +51.3% |
| 3Y | +94.8% | +70.5% | +24.4% | +68.6% |
| 5Y | +110.8% | +102.8% | +8.0% | +75.0% |
| 10Y | +304.5% | +597.4% | -292.9% | +154.7% |
| All | +70,808.4% | +4,035.2% | +66,773.2% | +16,503.5% |
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