+2,896.3%
COST vs MA
+18,070.6%
-15,174.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| 3M | +15.2% | +16.8% | -1.6% | +10.2% |
| 6M | +7.4% | +35.2% | -27.8% | -1.6% |
| YTD | +29.0% | +16.6% | +12.5% | +22.8% |
| 1Y | +20.3% | +19.8% | +0.5% | +13.5% |
| 3Y | +99.0% | +70.7% | +28.3% | +69.4% |
| 5Y | +125.7% | +87.4% | +38.3% | +85.5% |
| 10Y | +775.3% | +570.0% | +205.3% | +392.9% |
| All | +2,896.3% | +18,070.6% | -15,174.3% | +787.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling