+20.2%
COST vs MTSI
+43.1%
-22.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.3% |
| 7D | +2.5% | +29.1% | -26.6% | +4.1% |
| 30D | +14.6% | -20.4% | +35.0% | +13.9% |
| 3M | +15.2% | -20.9% | +36.1% | +14.8% |
| 6M | +7.2% | -32.3% | +39.5% | +7.3% |
| YTD | +27.4% | +43.5% | -16.1% | +24.0% |
| 1Y | +20.2% | +43.8% | -23.6% | +17.1% |
| All | +20.2% | +43.1% | -22.9% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling