+609.0%
COST vs MSCI
+615.8%
-6.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -2.8% | -1.1% | -1.7% | -2.5% |
| 30D | -5.3% | -1.2% | -4.1% | -5.0% |
| 3M | -6.7% | -8.4% | +1.7% | -4.6% |
| 6M | -9.9% | -1.0% | -8.9% | -10.3% |
| YTD | +5.1% | -2.3% | +7.4% | +4.7% |
| 1Y | -7.3% | -1.2% | -6.1% | -8.3% |
| 3Y | +70.4% | +7.9% | +62.5% | +60.9% |
| 5Y | +104.4% | -10.1% | +114.5% | +97.7% |
| 10Y | +609.0% | +631.0% | -22.0% | +313.8% |
| All | +609.0% | +615.8% | -6.8% | +313.8% |
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