+760.1%
COST vs M
-7.1%
+767.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +5.0% | +7.0% | -2.0% | +4.4% |
| 30D | +12.8% | +8.9% | +3.9% | +11.9% |
| 3M | +15.2% | +4.5% | +10.7% | +14.6% |
| 6M | +7.4% | +36.2% | -28.8% | +4.3% |
| YTD | +29.0% | +15.1% | +13.9% | +26.8% |
| 1Y | +20.3% | +27.4% | -7.2% | +17.1% |
| 3Y | +99.0% | +160.1% | -61.1% | +77.9% |
| 5Y | +125.7% | -1.6% | +127.2% | +114.2% |
| All | +760.1% | -7.1% | +767.2% | +687.6% |
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