+73.7%
COST vs MTSI
+231.8%
-158.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.2% |
| 30D | -2.8% | +2.1% | -4.9% | -3.2% |
| 3M | -5.7% | -29.7% | +24.1% | -3.5% |
| 6M | -8.8% | +12.5% | -21.3% | -11.6% |
| YTD | +6.7% | +57.0% | -50.4% | -0.9% |
| 1Y | -3.6% | +103.9% | -107.6% | -14.0% |
| All | +73.7% | +231.8% | -158.1% | +36.4% |
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 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