+9.4%
ROST vs MSTU
-77.7%
+87.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.9% | +11.2% | -1.5% |
| 7D | +0.9% | -23.0% | +23.8% | +1.1% |
| 30D | +5.1% | -47.7% | +52.8% | +5.6% |
| 3M | -4.3% | +12.5% | -16.8% | -4.3% |
| 6M | +9.4% | -76.1% | +85.5% | +12.8% |
| All | +9.4% | -77.7% | +87.2% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling