+844.6%
ROST vs MTSI
+1,004.6%
-160.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -3.3% |
| 7D | +1.2% | -10.0% | +11.2% | +2.4% |
| 30D | +2.5% | -37.2% | +39.7% | +8.7% |
| 3M | -9.0% | -30.1% | +21.1% | -5.7% |
| 6M | +1.3% | -31.9% | +33.2% | +4.0% |
| YTD | +29.1% | +23.2% | +5.9% | +19.1% |
| 1Y | +45.4% | +26.4% | +19.0% | +33.4% |
| 3Y | +94.9% | +186.2% | -91.3% | +51.6% |
| 5Y | +104.0% | +187.0% | -83.1% | +55.8% |
| 10Y | +314.8% | +460.4% | -145.6% | +158.0% |
| All | +844.6% | +1,004.6% | -160.0% | +444.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling