+17.1%
COST vs MS
+17.1%
0.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +4.6% | +0.8% | +3.8% | +4.7% |
| 30D | +12.8% | -0.7% | +13.5% | +12.7% |
| 3M | +12.1% | -12.4% | +24.4% | +10.4% |
| 6M | +6.0% | -1.7% | +7.7% | +5.5% |
| YTD | +24.4% | +8.0% | +16.3% | +24.5% |
| 1Y | +17.1% | +16.2% | +0.9% | +17.7% |
| All | +17.1% | +17.1% | 0.0% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling