+609.0%
COST vs MA
+507.5%
+101.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -2.8% | -3.5% | +0.7% | -1.7% |
| 30D | -5.3% | +0.8% | -6.0% | -5.5% |
| 3M | -6.7% | +14.8% | -21.4% | -10.8% |
| 6M | -9.9% | +10.0% | -19.9% | -13.0% |
| YTD | +5.1% | -0.1% | +5.2% | +4.6% |
| 1Y | -7.3% | -2.2% | -5.1% | -7.2% |
| 3Y | +70.4% | +39.3% | +31.1% | +51.1% |
| 5Y | +104.4% | +66.3% | +38.1% | +69.3% |
| 10Y | +609.0% | +513.2% | +95.8% | +310.9% |
| All | +609.0% | +507.5% | +101.5% | +310.9% |
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