+14,046.2%
COST vs MSI
+4,598.2%
+9,448.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +2.5% | +2.6% | -0.1% | +1.9% |
| 30D | +14.6% | +18.1% | -3.5% | +10.3% |
| 3M | +15.2% | +13.2% | +2.0% | +11.9% |
| 6M | +7.2% | +36.3% | -29.1% | -0.3% |
| YTD | +27.4% | +39.5% | -12.1% | +17.5% |
| 1Y | +20.2% | +36.9% | -16.7% | +11.3% |
| 3Y | +96.9% | +76.1% | +20.8% | +71.4% |
| 5Y | +122.8% | +123.7% | -0.9% | +83.4% |
| 10Y | +764.3% | +664.3% | +99.9% | +436.6% |
| All | +14,046.2% | +4,598.2% | +9,448.0% | +3,742.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling