+767.5%
COST vs MTSI
+448.7%
+318.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.8% | -12.0% | -2.1% |
| 7D | +4.1% | -10.0% | +14.1% | +4.7% |
| 30D | +12.0% | -37.2% | +49.2% | +16.3% |
| 3M | +11.2% | -30.1% | +41.2% | +13.7% |
| 6M | +6.1% | -31.9% | +38.0% | +7.7% |
| YTD | +22.9% | +23.2% | -0.3% | +15.7% |
| 1Y | +14.7% | +26.4% | -11.6% | +7.5% |
| 3Y | +92.3% | +186.2% | -93.8% | +59.6% |
| 5Y | +116.6% | +187.0% | -70.4% | +76.8% |
| All | +767.5% | +448.7% | +318.8% | +523.4% |
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