+316.4%
ROST vs MTSI
+454.4%
-138.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.1% |
| 7D | +3.2% | -3.8% | +7.0% | +3.4% |
| 30D | +7.4% | -31.4% | +38.8% | +13.1% |
| 3M | -6.1% | -23.8% | +17.7% | -3.7% |
| 6M | +6.2% | -37.1% | +43.3% | +11.1% |
| YTD | +33.4% | +32.2% | +1.2% | +20.2% |
| 1Y | +48.8% | +26.9% | +21.9% | +34.7% |
| 3Y | +99.5% | +193.7% | -94.2% | +48.6% |
| 5Y | +112.7% | +218.0% | -105.4% | +52.5% |
| 10Y | +316.4% | +477.8% | -161.3% | +126.8% |
| All | +316.4% | +454.4% | -138.0% | +126.8% |
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