+16,400.5%
COST vs MS
+6,088.6%
+10,311.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | -2.8% | -0.3% | -2.5% | -2.8% |
| 3M | -5.7% | +0.3% | -6.0% | -6.1% |
| 6M | -8.8% | +31.3% | -40.1% | -14.6% |
| YTD | +6.7% | +24.7% | -18.0% | +0.6% |
| 1Y | -3.6% | +47.9% | -51.6% | -12.6% |
| 3Y | +75.1% | +178.3% | -103.3% | +35.8% |
| 5Y | +108.9% | +144.9% | -36.0% | +65.1% |
| 10Y | +586.2% | +804.5% | -218.4% | +288.3% |
| All | +16,400.5% | +6,088.6% | +10,311.9% | +3,588.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling