+99.0%
COST vs MTSI
+203.6%
-104.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.4% |
| 7D | +5.0% | +10.0% | -5.0% | +4.7% |
| 30D | +12.8% | -20.3% | +33.2% | +13.6% |
| 3M | +15.2% | -24.4% | +39.6% | +16.1% |
| 6M | +7.4% | -39.2% | +46.6% | +9.8% |
| YTD | +29.0% | +35.5% | -6.4% | +20.2% |
| 1Y | +20.3% | +43.0% | -22.7% | +11.1% |
| 3Y | +99.0% | +196.3% | -97.3% | +53.8% |
| All | +99.0% | +203.6% | -104.6% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling