+301.5%
ROST vs MTSI
+465.0%
-163.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.2% | -1.4% |
| 7D | +0.3% | +10.0% | -9.7% | -1.4% |
| 30D | +0.5% | -20.3% | +20.8% | +3.2% |
| 3M | -5.2% | -24.4% | +19.2% | -2.7% |
| 6M | +9.8% | -39.2% | +49.0% | +15.6% |
| YTD | +29.4% | +35.5% | -6.1% | +16.0% |
| 1Y | +44.4% | +43.0% | +1.3% | +27.8% |
| 3Y | +95.0% | +196.3% | -101.3% | +45.0% |
| 5Y | +111.9% | +210.0% | -98.2% | +52.5% |
| All | +301.5% | +465.0% | -163.5% | +118.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling