-7.3%
COST vs MSCI
-1.7%
-5.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -2.8% | -1.1% | -1.7% | -2.7% |
| 30D | -5.3% | -1.2% | -4.1% | -5.1% |
| 3M | -6.7% | -8.4% | +1.7% | -5.8% |
| 6M | -9.9% | -1.0% | -8.9% | -10.2% |
| YTD | +5.1% | -2.3% | +7.4% | +4.6% |
| 1Y | -7.3% | -1.2% | -6.1% | -7.8% |
| All | -7.3% | -1.7% | -5.6% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling