+110.2%
COST vs MAS
+32.0%
+78.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.4% |
| 7D | -3.1% | -0.8% | -2.4% | -3.0% |
| 30D | -2.8% | -5.6% | +2.8% | -1.6% |
| 3M | -5.7% | +4.4% | -10.1% | -7.3% |
| 6M | -8.8% | +7.2% | -16.0% | -11.4% |
| YTD | +6.7% | +16.1% | -9.4% | +0.8% |
| 1Y | -3.6% | +0.1% | -3.7% | -5.2% |
| 3Y | +75.1% | +28.3% | +46.8% | +53.3% |
| All | +110.2% | +32.0% | +78.2% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling