+56.7%
ROST vs MSTU
-92.2%
+148.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -2.2% |
| 7D | +0.3% | -25.8% | +26.1% | +1.0% |
| 30D | +0.5% | -43.9% | +44.3% | +1.8% |
| 3M | -5.2% | +2.9% | -8.1% | -6.3% |
| 6M | +9.8% | -75.5% | +85.3% | +12.5% |
| YTD | +29.4% | -76.7% | +106.1% | +30.7% |
| 1Y | +44.4% | -88.9% | +133.3% | +48.6% |
| All | +56.7% | -92.2% | +148.9% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling