+606.1%
COST vs MSI
+605.3%
+0.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -4.7% | -0.8% | -4.0% | -4.5% |
| 3M | -7.1% | +13.9% | -21.1% | -11.5% |
| 6M | -8.5% | +1.3% | -9.9% | -9.6% |
| YTD | +5.4% | +22.3% | -16.9% | -2.8% |
| 1Y | -5.6% | -3.9% | -1.8% | -5.3% |
| 3Y | +68.5% | +69.9% | -1.4% | +35.8% |
| 5Y | +105.2% | +103.8% | +1.5% | +53.5% |
| All | +606.1% | +605.3% | +0.8% | +322.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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