+2,914.8%
COST vs MKSI
+2,175.0%
+739.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | -2.5% | +4.9% | -7.4% | -3.2% |
| 30D | -4.4% | -11.0% | +6.5% | -2.9% |
| 3M | -8.1% | -17.1% | +9.0% | -7.1% |
| 6M | -9.2% | +16.4% | -25.7% | -13.9% |
| YTD | +5.1% | +64.3% | -59.2% | -6.4% |
| 1Y | -5.1% | +137.7% | -142.8% | -21.3% |
| 3Y | +70.4% | +189.1% | -118.7% | +30.4% |
| 5Y | +104.7% | +83.1% | +21.6% | +65.3% |
| 10Y | +608.8% | +509.4% | +99.5% | +336.1% |
| All | +2,914.8% | +2,175.0% | +739.8% | +1,153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling