+760.6%
COST vs MSCI
+809.1%
-48.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +3.9% | -1.9% | +5.8% | +4.5% |
| 30D | +13.5% | +16.5% | -2.9% | +8.5% |
| 3M | +15.3% | +18.2% | -2.8% | +9.7% |
| 6M | +9.2% | +14.0% | -4.8% | +4.4% |
| YTD | +26.9% | +16.6% | +10.3% | +19.9% |
| 1Y | +19.7% | +14.8% | +4.9% | +13.6% |
| 3Y | +96.0% | +33.3% | +62.8% | +73.9% |
| 5Y | +124.0% | +9.1% | +115.0% | +104.8% |
| 10Y | +760.6% | +820.4% | -59.8% | +361.8% |
| All | +760.6% | +809.1% | -48.5% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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