+70,808.4%
ROST vs MTB
+8,294.1%
+62,514.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.9% | +1.7% | -0.8% | +0.3% |
| 30D | -8.9% | -4.2% | -4.7% | -7.4% |
| 3M | -0.8% | +8.9% | -9.7% | -4.2% |
| 6M | +8.5% | +10.9% | -2.4% | +4.0% |
| YTD | +28.6% | +21.5% | +7.1% | +18.7% |
| 1Y | +52.3% | +21.9% | +30.4% | +40.3% |
| 3Y | +94.8% | +109.2% | -14.4% | +40.6% |
| 5Y | +110.8% | +102.0% | +8.8% | +49.7% |
| 10Y | +304.5% | +171.9% | +132.6% | +144.8% |
| All | +70,808.4% | +8,294.1% | +62,514.3% | +4,962.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling