+602.0%
COST vs MS
+803.8%
-201.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -3.2% | +2.5% | -5.6% | -3.7% |
| 30D | -4.0% | 0.0% | -3.9% | -4.0% |
| 3M | -6.5% | +2.4% | -8.9% | -7.3% |
| 6M | -8.5% | +36.4% | -44.9% | -15.4% |
| YTD | +6.0% | +23.8% | -17.8% | -0.1% |
| 1Y | -5.8% | +48.6% | -54.4% | -15.2% |
| 3Y | +71.8% | +179.1% | -107.3% | +29.8% |
| 5Y | +106.2% | +144.8% | -38.6% | +58.6% |
| 10Y | +602.0% | +794.2% | -192.1% | +275.6% |
| All | +602.0% | +803.8% | -201.7% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling