+71.8%
COST vs MA
+40.0%
+31.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -3.2% | -1.8% | -1.4% | -2.6% |
| 30D | -4.0% | +1.4% | -5.4% | -4.4% |
| 3M | -6.5% | +17.7% | -24.2% | -11.6% |
| 6M | -8.5% | +9.7% | -18.2% | -11.6% |
| YTD | +6.0% | +0.5% | +5.5% | +5.9% |
| 1Y | -5.8% | -2.1% | -3.7% | -4.9% |
| 3Y | +71.8% | +40.1% | +31.7% | +46.1% |
| All | +71.8% | +40.0% | +31.8% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling