+72,962.7%
ROST vs MTB
+7,592.0%
+65,370.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | -4.3% | -12.8% | +8.5% | +0.9% |
| 6M | +9.4% | +6.7% | +2.7% | +6.5% |
| YTD | +32.5% | +11.3% | +21.2% | +26.5% |
| 1Y | +46.9% | +20.2% | +26.7% | +36.2% |
| 3Y | +98.1% | +103.8% | -5.6% | +44.8% |
| 5Y | +116.9% | +60.9% | +56.1% | +69.1% |
| 10Y | +310.9% | +115.0% | +195.9% | +171.7% |
| All | +72,962.7% | +7,592.0% | +65,370.7% | +5,293.6% |
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 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