+2,238.8%
COST vs MSCI
+3,174.4%
-935.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | +4.6% | +2.7% | +1.9% | +3.9% |
| 30D | +12.8% | +16.2% | -3.5% | +8.5% |
| 3M | +12.1% | +17.1% | -5.0% | +7.6% |
| 6M | +6.0% | +13.0% | -7.0% | +2.3% |
| YTD | +24.4% | +15.8% | +8.6% | +18.7% |
| 1Y | +17.1% | +15.5% | +1.6% | +11.9% |
| 3Y | +92.2% | +32.3% | +59.8% | +74.4% |
| 5Y | +122.5% | +8.2% | +114.3% | +108.2% |
| 10Y | +758.9% | +800.7% | -41.8% | +380.2% |
| All | +2,238.8% | +3,174.4% | -935.6% | +802.3% |
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