+51.2%
MSFT vs COST
+72.5%
-21.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | -1.4% | -3.2% | +1.8% | -0.6% |
| 30D | -1.0% | -4.0% | +2.9% | -0.1% |
| 3M | +20.2% | -6.5% | +26.7% | +22.0% |
| 6M | +21.3% | -8.5% | +29.8% | +23.4% |
| YTD | +2.8% | +6.0% | -3.2% | -1.3% |
| 1Y | 0.0% | -5.8% | +5.8% | +0.4% |
| 3Y | +51.2% | +71.8% | -20.6% | +15.7% |
| All | +51.2% | +72.5% | -21.3% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling