+68.5%
COST vs MKSI
+190.8%
-122.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | -1.2% | +2.7% | -3.9% | -1.3% |
| 30D | -4.7% | -12.8% | +8.1% | -4.3% |
| 3M | -7.1% | -22.5% | +15.4% | -6.7% |
| 6M | -8.5% | +19.4% | -27.9% | -11.4% |
| YTD | +5.4% | +67.7% | -62.3% | -1.3% |
| 1Y | -5.6% | +131.4% | -137.0% | -14.9% |
| 3Y | +68.5% | +197.3% | -128.8% | +47.1% |
| All | +68.5% | +190.8% | -122.4% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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