+2,618.4%
COST vs MKTX
+1,443.5%
+1,174.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -4.4% | +0.8% | -5.3% | -4.6% |
| 3M | -8.1% | +41.1% | -49.2% | -13.6% |
| 6M | -9.2% | -9.5% | +0.3% | -8.6% |
| YTD | +5.1% | -8.7% | +13.8% | +5.6% |
| 1Y | -5.1% | -10.0% | +4.9% | -4.6% |
| 3Y | +70.4% | -24.6% | +95.0% | +72.5% |
| 5Y | +104.7% | -60.3% | +165.0% | +126.5% |
| 10Y | +608.8% | +5.0% | +603.8% | +552.9% |
| All | +2,618.4% | +1,443.5% | +1,174.9% | +1,293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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