+104.4%
COST vs MSI
+97.7%
+6.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | -2.8% | -4.0% | +1.2% | -1.1% |
| 30D | -5.3% | -0.5% | -4.8% | -5.1% |
| 3M | -6.7% | +11.4% | -18.1% | -11.1% |
| 6M | -9.9% | +1.0% | -10.9% | -11.0% |
| YTD | +5.1% | +20.7% | -15.5% | -4.5% |
| 1Y | -7.3% | -2.7% | -4.6% | -7.1% |
| 3Y | +70.4% | +68.2% | +2.2% | +26.1% |
| 5Y | +104.4% | +100.0% | +4.5% | +35.2% |
| All | +104.4% | +97.7% | +6.7% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling