+94.5%
COST vs MAS
+61.2%
+33.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.3% | +2.2% |
| 7D | +7.1% | +4.6% | +2.6% | +6.6% |
| 30D | +14.1% | +19.9% | -5.8% | +12.1% |
| 3M | +13.3% | +8.9% | +4.4% | +12.2% |
| 6M | +5.2% | +20.2% | -15.0% | +2.9% |
| YTD | +24.3% | +33.9% | -9.6% | +19.3% |
| 1Y | +14.6% | +34.7% | -20.0% | +9.9% |
| All | +94.5% | +61.2% | +33.3% | +79.6% |
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