+11.9%
COST vs MO
+45.9%
-34.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.2% |
| 7D | +6.6% | +6.9% | -0.2% | +4.4% |
| 30D | +13.5% | +14.9% | -1.4% | +8.7% |
| 3M | +10.6% | +16.4% | -5.9% | +5.4% |
| 6M | +3.6% | +9.6% | -5.9% | +0.3% |
| YTD | +22.1% | +41.8% | -19.8% | +11.7% |
| 1Y | +11.9% | +45.3% | -33.4% | +2.2% |
| All | +11.9% | +45.9% | -34.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling