+13,701.4%
COST vs MAS
+1,664.8%
+12,036.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.3% | +2.7% |
| 7D | +7.1% | +4.6% | +2.6% | +5.9% |
| 30D | +14.1% | +19.9% | -5.8% | +8.7% |
| 3M | +13.3% | +8.9% | +4.4% | +10.5% |
| 6M | +5.2% | +20.2% | -15.0% | -0.7% |
| YTD | +24.3% | +33.9% | -9.6% | +13.2% |
| 1Y | +14.6% | +34.7% | -20.0% | +4.1% |
| 3Y | +97.6% | +60.4% | +37.2% | +67.8% |
| 5Y | +119.1% | +43.5% | +75.7% | +89.1% |
| 10Y | +785.4% | +226.7% | +558.7% | +497.9% |
| All | +13,701.4% | +1,664.8% | +12,036.6% | +4,729.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling