+60.5%
ROST vs MSTU
-91.8%
+152.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.9% | +11.2% | -1.3% |
| 7D | +0.9% | -23.0% | +23.8% | +1.5% |
| 30D | +5.1% | -47.7% | +52.8% | +6.6% |
| 3M | -4.3% | +12.5% | -16.8% | -5.6% |
| 6M | +9.4% | -76.1% | +85.5% | +12.2% |
| YTD | +32.5% | -75.5% | +108.0% | +33.6% |
| 1Y | +46.9% | -90.1% | +137.0% | +51.7% |
| All | +60.5% | -91.8% | +152.3% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling