+1,905.9%
COST vs MSCI
+2,756.4%
-850.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -2.8% | +0.6% | -3.3% | -3.0% |
| 3M | -5.7% | -7.1% | +1.4% | -4.2% |
| 6M | -8.8% | +0.8% | -9.6% | -9.5% |
| YTD | +6.7% | +1.0% | +5.7% | +5.5% |
| 1Y | -3.6% | +4.3% | -8.0% | -5.7% |
| 3Y | +75.1% | +9.9% | +65.1% | +66.5% |
| 5Y | +108.9% | -6.8% | +115.7% | +103.0% |
| 10Y | +586.2% | +614.7% | -28.5% | +305.5% |
| All | +1,905.9% | +2,756.4% | -850.5% | +701.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling