+749.2%
COST vs MA
+558.8%
+190.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | +14.6% | +7.9% | +6.7% | +11.7% |
| 3M | +15.2% | +16.8% | -1.6% | +9.4% |
| 6M | +7.2% | +31.0% | -23.8% | -2.1% |
| YTD | +27.4% | +15.0% | +12.4% | +20.9% |
| 1Y | +20.2% | +17.0% | +3.2% | +13.4% |
| 3Y | +96.9% | +68.5% | +28.4% | +63.9% |
| 5Y | +122.8% | +85.0% | +37.9% | +78.1% |
| All | +749.2% | +558.8% | +190.4% | +379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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