+52.7%
ROST vs MTSI
+59.5%
-6.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.1% |
| 7D | +7.8% | -10.7% | +18.4% | +7.7% |
| 30D | +8.6% | -29.0% | +37.5% | +8.4% |
| 3M | -1.9% | -14.7% | +12.8% | -2.4% |
| 6M | +9.1% | -20.1% | +29.2% | +8.6% |
| YTD | +37.2% | +36.1% | +1.1% | +33.9% |
| 1Y | +52.7% | +61.7% | -9.0% | +50.0% |
| All | +52.7% | +59.5% | -6.8% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling