+302.7%
ROST vs MTB
+172.9%
+129.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | -10.3% | -4.6% | -5.7% | -8.4% |
| 3M | -2.6% | +7.4% | -10.0% | -5.7% |
| 6M | +6.5% | +18.7% | -12.1% | -1.3% |
| YTD | +25.9% | +21.1% | +4.9% | +15.3% |
| 1Y | +52.3% | +24.1% | +28.3% | +37.8% |
| 3Y | +94.6% | +115.3% | -20.8% | +31.5% |
| 5Y | +111.1% | +106.0% | +5.1% | +39.4% |
| All | +302.7% | +172.9% | +129.8% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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