+2,787.8%
COST vs MA
+18,006.0%
-15,218.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +4.6% | +1.8% | +2.8% | +4.0% |
| 30D | +12.8% | +11.8% | +0.9% | +9.2% |
| 3M | +12.1% | +17.2% | -5.1% | +7.1% |
| 6M | +6.0% | +33.4% | -27.4% | -2.5% |
| YTD | +24.4% | +16.1% | +8.2% | +18.5% |
| 1Y | +17.1% | +19.9% | -2.8% | +10.5% |
| 3Y | +92.2% | +70.1% | +22.1% | +63.7% |
| 5Y | +122.5% | +89.6% | +32.9% | +82.3% |
| 10Y | +758.9% | +568.4% | +190.5% | +384.0% |
| All | +2,787.8% | +18,006.0% | -15,218.2% | +756.1% |
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 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