+52.7%
ROST vs MSTZ
-63.1%
+115.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -9.6% | +15.7% | +5.9% |
| 7D | +7.8% | +0.7% | +7.1% | +7.8% |
| 30D | +8.6% | +16.6% | -8.0% | +9.0% |
| 3M | -1.9% | -74.7% | +72.7% | -3.8% |
| 6M | +9.1% | -43.9% | +53.1% | +10.7% |
| YTD | +37.2% | -84.0% | +121.3% | +36.0% |
| 1Y | +52.7% | -65.1% | +117.8% | +49.1% |
| All | +52.7% | -63.1% | +115.8% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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