+92.3%
COST vs MS
+157.8%
-65.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +4.1% | -1.6% | +5.6% | +4.2% |
| 30D | +12.0% | -3.8% | +15.8% | +12.3% |
| 3M | +11.2% | -14.6% | +25.8% | +12.7% |
| 6M | +6.1% | -5.1% | +11.2% | +5.8% |
| YTD | +22.9% | +4.5% | +18.4% | +20.5% |
| 1Y | +14.7% | +13.5% | +1.2% | +10.8% |
| 3Y | +92.3% | +160.4% | -68.1% | +61.8% |
| All | +92.3% | +157.8% | -65.5% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling