+1,278.1%
COST vs MTSI
+1,308.1%
-30.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.4% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | -2.8% | +2.1% | -4.9% | -3.3% |
| 3M | -5.7% | -29.7% | +24.1% | -3.2% |
| 6M | -8.8% | +12.5% | -21.3% | -11.2% |
| YTD | +6.7% | +57.0% | -50.4% | +0.1% |
| 1Y | -3.6% | +103.9% | -107.6% | -12.4% |
| 3Y | +75.1% | +223.6% | -148.5% | +49.1% |
| 5Y | +108.9% | +321.6% | -212.6% | +71.6% |
| 10Y | +586.2% | +517.7% | +68.5% | +408.9% |
| All | +1,278.1% | +1,308.1% | -30.0% | +852.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling