+749.2%
COST vs M
-8.5%
+757.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | +14.6% | +7.0% | +7.6% | +13.8% |
| 3M | +15.2% | +3.1% | +12.0% | +14.7% |
| 6M | +7.2% | +33.5% | -26.3% | +4.3% |
| YTD | +27.4% | +13.4% | +14.0% | +25.4% |
| 1Y | +20.2% | +22.4% | -2.2% | +17.4% |
| 3Y | +96.9% | +150.9% | -54.0% | +76.5% |
| 5Y | +122.8% | -3.0% | +125.9% | +111.7% |
| All | +749.2% | -8.5% | +757.7% | +678.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling