+72.3%
MSFT vs COST
+103.8%
-31.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.1% |
| 7D | -1.0% | -2.8% | +1.7% | +0.2% |
| 30D | -2.7% | -5.3% | +2.6% | -0.3% |
| 3M | +22.1% | -6.7% | +28.8% | +25.6% |
| 6M | +20.6% | -9.9% | +30.5% | +25.4% |
| YTD | +2.3% | +5.1% | -2.8% | -2.4% |
| 1Y | -0.5% | -7.3% | +6.7% | +1.3% |
| 3Y | +50.5% | +70.4% | -19.9% | +3.4% |
| 5Y | +72.3% | +104.4% | -32.1% | +5.1% |
| All | +72.3% | +103.8% | -31.5% | +5.1% |
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