-0.8%
MSFT vs COST
-7.0%
+6.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.5% | -2.5% | -1.0% | -3.8% |
| 30D | -2.1% | -4.4% | +2.4% | -2.6% |
| 3M | +24.2% | -8.1% | +32.3% | +22.3% |
| 6M | +21.9% | -9.2% | +31.1% | +20.1% |
| YTD | +2.5% | +5.1% | -2.6% | -0.1% |
| 1Y | -0.8% | -5.1% | +4.3% | -2.5% |
| All | -0.8% | -7.0% | +6.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling