+55.1%
ROST vs MSTU
-86.5%
+141.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.6% | +8.2% | -0.2% |
| 7D | +0.2% | +16.1% | -15.9% | -0.3% |
| 30D | -10.0% | +68.7% | -78.6% | -11.7% |
| 3M | +1.2% | -11.0% | +12.2% | +0.7% |
| 6M | +8.9% | -33.4% | +42.3% | +8.5% |
| YTD | +28.1% | -59.5% | +87.6% | +28.2% |
| 1Y | +53.0% | -93.4% | +146.3% | +60.9% |
| All | +55.1% | -86.5% | +141.6% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling