+116.9%
ROST vs MTB
+61.4%
+55.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +5.1% | +0.8% | +4.3% | +4.9% |
| 3M | -4.3% | -12.8% | +8.5% | +0.1% |
| 6M | +9.4% | +6.7% | +2.7% | +7.0% |
| YTD | +32.5% | +11.3% | +21.2% | +27.5% |
| 1Y | +46.9% | +20.2% | +26.7% | +38.0% |
| 3Y | +98.1% | +103.8% | -5.6% | +50.6% |
| 5Y | +116.9% | +60.9% | +56.1% | +76.5% |
| All | +116.9% | +61.4% | +55.5% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling