+62.4%
MSFT vs COST
+125.1%
-62.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | -1.3% | +5.0% | -6.3% | -3.4% |
| 30D | -1.8% | +12.8% | -14.7% | -7.1% |
| 3M | +5.6% | +15.2% | -9.5% | -1.1% |
| 6M | +29.8% | +7.4% | +22.4% | +24.9% |
| YTD | +9.0% | +29.0% | -20.0% | -5.3% |
| 1Y | +4.9% | +20.3% | -15.3% | -5.4% |
| 3Y | +46.2% | +99.0% | -52.8% | -5.7% |
| All | +62.4% | +125.1% | -62.7% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling