+108.2%
ROST vs MTB
+103.4%
+4.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -2.2% | +1.1% | -3.3% | -2.6% |
| 30D | -11.4% | -4.6% | -6.8% | -10.1% |
| 3M | -1.6% | +6.3% | -7.9% | -3.6% |
| 6M | +6.8% | +15.6% | -8.8% | +1.9% |
| YTD | +25.8% | +20.6% | +5.3% | +18.1% |
| 1Y | +52.4% | +22.5% | +29.9% | +42.1% |
| 3Y | +94.4% | +114.4% | -20.1% | +45.6% |
| 5Y | +108.2% | +101.9% | +6.3% | +54.6% |
| All | +108.2% | +103.4% | +4.8% | +54.6% |
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 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