+106.2%
COST vs MTSI
+331.9%
-225.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -3.2% | +4.9% | -8.0% | -3.8% |
| 30D | -4.0% | -11.6% | +7.6% | -2.7% |
| 3M | -6.5% | -24.1% | +17.6% | -3.8% |
| 6M | -8.5% | +32.4% | -41.0% | -15.3% |
| YTD | +6.0% | +60.4% | -54.4% | -5.8% |
| 1Y | -5.8% | +111.0% | -116.8% | -21.4% |
| 3Y | +71.8% | +246.1% | -174.3% | +20.6% |
| 5Y | +106.2% | +340.3% | -234.1% | +29.5% |
| All | +106.2% | +331.9% | -225.6% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling