+758.9%
COST vs MS
+576.8%
+182.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.6% | +0.8% | +3.8% | +4.3% |
| 30D | +12.8% | -0.7% | +13.5% | +12.7% |
| 3M | +12.1% | -12.4% | +24.4% | +15.0% |
| 6M | +6.0% | -1.7% | +7.7% | +5.5% |
| YTD | +24.4% | +8.0% | +16.3% | +20.4% |
| 1Y | +17.1% | +16.2% | +0.9% | +11.3% |
| 3Y | +92.2% | +171.3% | -79.1% | +45.3% |
| 5Y | +122.5% | +124.8% | -2.2% | +73.9% |
| 10Y | +758.9% | +553.7% | +205.3% | +416.5% |
| All | +758.9% | +576.8% | +182.1% | +416.5% |
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