+120.6%
COST vs MAS
+39.7%
+80.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +4.1% | +2.4% | +1.7% | +3.5% |
| 30D | +12.0% | +19.8% | -7.9% | +7.5% |
| 3M | +11.2% | +9.8% | +1.3% | +8.6% |
| 6M | +6.1% | +15.8% | -9.6% | +1.8% |
| YTD | +22.9% | +31.8% | -8.9% | +12.7% |
| 1Y | +14.7% | +35.4% | -20.6% | +4.4% |
| 3Y | +92.3% | +59.2% | +33.1% | +57.8% |
| All | +120.6% | +39.7% | +80.9% | +96.0% |
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