+301.5%
ROST vs MTB
+115.1%
+186.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -3.0% | -2.6% |
| 7D | +0.3% | +1.5% | -1.3% | -0.4% |
| 30D | +0.5% | +2.3% | -1.9% | -0.5% |
| 3M | -5.2% | -12.1% | +6.9% | +0.2% |
| 6M | +9.8% | +9.8% | 0.0% | +5.1% |
| YTD | +29.4% | +12.0% | +17.4% | +22.4% |
| 1Y | +44.4% | +22.0% | +22.3% | +31.5% |
| 3Y | +95.0% | +107.6% | -12.6% | +33.8% |
| 5Y | +111.9% | +61.9% | +50.0% | +57.6% |
| All | +301.5% | +115.1% | +186.4% | +147.6% |
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