+92.3%
COST vs MAS
+58.1%
+34.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | +4.1% | +2.0% | +2.1% | +3.9% |
| 30D | +12.0% | +19.4% | -7.4% | +10.1% |
| 3M | +11.2% | +9.4% | +1.7% | +10.1% |
| 6M | +6.1% | +15.3% | -9.2% | +4.3% |
| YTD | +22.9% | +31.3% | -8.4% | +18.2% |
| 1Y | +14.7% | +34.9% | -20.1% | +9.9% |
| 3Y | +92.3% | +58.6% | +33.7% | +77.9% |
| All | +92.3% | +58.1% | +34.2% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 3y: compounded portfolio wealth divided by compounded MAS 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…
3y analysis · Full analysis span regression · 6 months rolling