+760.6%
COST vs MTSI
+539.0%
+221.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.3% | -8.3% | +1.1% |
| 7D | +3.9% | +7.2% | -3.2% | +2.9% |
| 30D | +13.5% | -18.4% | +32.0% | +15.0% |
| 3M | +15.3% | -16.7% | +32.0% | +16.0% |
| 6M | +9.2% | -31.7% | +40.9% | +11.2% |
| YTD | +26.9% | +45.9% | -19.0% | +17.5% |
| 1Y | +19.7% | +47.0% | -27.3% | +10.6% |
| 3Y | +96.0% | +224.1% | -128.0% | +60.9% |
| 5Y | +124.0% | +238.5% | -114.5% | +80.0% |
| 10Y | +760.6% | +512.7% | +247.9% | +507.8% |
| All | +760.6% | +539.0% | +221.6% | +507.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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