+2.2%
COST vs MSTU
-87.2%
+89.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.8% |
| 7D | -2.8% | +12.9% | -15.7% | -3.0% |
| 30D | -5.3% | +68.3% | -73.6% | -6.0% |
| 3M | -6.7% | +0.4% | -7.0% | -7.0% |
| 6M | -9.9% | -41.5% | +31.6% | -10.0% |
| YTD | +5.1% | -61.7% | +66.8% | +5.2% |
| 1Y | -7.3% | -93.7% | +86.4% | -4.2% |
| All | +2.2% | -87.2% | +89.5% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling