+106.2%
COST vs MSCI
-10.9%
+117.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.5% |
| 7D | -3.2% | -2.1% | -1.1% | -2.6% |
| 30D | -4.0% | -1.7% | -2.2% | -3.5% |
| 3M | -6.5% | -8.2% | +1.7% | -4.4% |
| 6M | -8.5% | -2.4% | -6.1% | -8.6% |
| YTD | +6.0% | -2.8% | +8.8% | +5.6% |
| 1Y | -5.8% | -2.7% | -3.1% | -6.5% |
| 3Y | +71.8% | +7.3% | +64.5% | +61.1% |
| 5Y | +106.2% | -11.4% | +117.7% | +100.0% |
| All | +106.2% | -10.9% | +117.1% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling