+25.5%
COST vs MSTU
-92.2%
+117.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.0% | +6.3% | +1.3% |
| 7D | +5.0% | -25.8% | +30.8% | +5.2% |
| 30D | +12.8% | -43.9% | +56.7% | +13.2% |
| 3M | +15.2% | +2.9% | +12.3% | +14.4% |
| 6M | +7.4% | -75.5% | +82.9% | +8.4% |
| YTD | +29.0% | -76.7% | +105.8% | +29.3% |
| 1Y | +20.3% | -88.9% | +109.2% | +22.1% |
| All | +25.5% | -92.2% | +117.7% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling