+760.1%
COST vs MA
+567.5%
+192.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | +5.0% | +1.3% | +3.7% | +4.6% |
| 30D | +12.8% | +9.6% | +3.2% | +9.4% |
| 3M | +15.2% | +16.8% | -1.6% | +9.4% |
| 6M | +7.4% | +35.2% | -27.8% | -2.9% |
| YTD | +29.0% | +16.6% | +12.5% | +21.9% |
| 1Y | +20.3% | +19.8% | +0.5% | +12.6% |
| 3Y | +99.0% | +70.7% | +28.3% | +65.0% |
| 5Y | +125.7% | +87.4% | +38.3% | +79.6% |
| All | +760.1% | +567.5% | +192.6% | +383.8% |
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