+749.2%
COST vs MS
+544.7%
+204.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +2.5% | +3.7% | -1.2% | +1.7% |
| 30D | +14.6% | +2.0% | +12.6% | +13.9% |
| 3M | +15.2% | -12.6% | +27.7% | +18.3% |
| 6M | +7.2% | -0.3% | +7.5% | +6.4% |
| YTD | +27.4% | +9.0% | +18.4% | +23.2% |
| 1Y | +20.2% | +13.9% | +6.3% | +14.9% |
| 3Y | +96.9% | +173.6% | -76.8% | +48.7% |
| 5Y | +122.8% | +122.0% | +0.8% | +74.8% |
| All | +749.2% | +544.7% | +204.6% | +417.5% |
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