+2.5%
COST vs MSTU
-87.7%
+90.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.2% |
| 7D | -1.2% | -16.6% | +15.4% | -1.0% |
| 30D | -4.7% | +69.7% | -74.4% | -5.5% |
| 3M | -7.1% | -7.5% | +0.4% | -7.3% |
| 6M | -8.5% | -43.1% | +34.6% | -8.6% |
| YTD | +5.4% | -63.0% | +68.4% | +5.5% |
| 1Y | -5.6% | -93.8% | +88.2% | -2.5% |
| All | +2.5% | -87.7% | +90.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling