+122.5%
COST vs MA
+93.9%
+28.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +4.6% | +1.8% | +2.8% | +3.8% |
| 30D | +12.8% | +11.8% | +0.9% | +7.8% |
| 3M | +12.1% | +17.2% | -5.1% | +5.2% |
| 6M | +6.0% | +33.4% | -27.4% | -5.7% |
| YTD | +24.4% | +16.1% | +8.2% | +16.5% |
| 1Y | +17.1% | +19.9% | -2.8% | +8.1% |
| 3Y | +92.2% | +70.1% | +22.1% | +50.7% |
| 5Y | +122.5% | +89.6% | +32.9% | +64.1% |
| All | +122.5% | +93.9% | +28.6% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling