+52.7%
ROST vs MSTU
-88.0%
+140.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +10.3% | -4.2% | +5.9% |
| 7D | +7.8% | -4.8% | +12.6% | +7.8% |
| 30D | +8.6% | -29.6% | +38.1% | +9.0% |
| 3M | -1.9% | +69.4% | -71.3% | -3.7% |
| 6M | +9.1% | -62.2% | +71.4% | +11.1% |
| YTD | +37.2% | -61.1% | +98.3% | +36.8% |
| 1Y | +52.7% | -87.2% | +139.9% | +50.5% |
| All | +52.7% | -88.0% | +140.7% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling