+18,911.8%
COST vs MS
+5,088.7%
+13,823.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +4.1% | -1.6% | +5.6% | +4.4% |
| 30D | +12.0% | -3.8% | +15.8% | +12.7% |
| 3M | +11.2% | -14.6% | +25.8% | +14.7% |
| 6M | +6.1% | -5.1% | +11.2% | +6.5% |
| YTD | +22.9% | +4.5% | +18.4% | +20.2% |
| 1Y | +14.7% | +13.5% | +1.2% | +10.1% |
| 3Y | +92.3% | +160.4% | -68.1% | +51.2% |
| 5Y | +116.6% | +112.9% | +3.8% | +76.3% |
| 10Y | +775.4% | +633.4% | +142.0% | +417.5% |
| All | +18,911.8% | +5,088.7% | +13,823.1% | +4,306.1% |
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