+106.2%
COST vs MA
+70.4%
+35.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -3.2% | -1.8% | -1.4% | -2.5% |
| 30D | -4.0% | +1.4% | -5.4% | -4.5% |
| 3M | -6.5% | +17.7% | -24.2% | -12.2% |
| 6M | -8.5% | +9.7% | -18.2% | -12.1% |
| YTD | +6.0% | +0.5% | +5.5% | +5.3% |
| 1Y | -5.8% | -2.1% | -3.7% | -5.6% |
| 3Y | +71.8% | +40.1% | +31.7% | +47.1% |
| 5Y | +106.2% | +67.5% | +38.7% | +62.7% |
| All | +106.2% | +70.4% | +35.8% | +62.7% |
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