+133,470.8%
MSFT vs COST
+11,743.1%
+121,727.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -2.7% | -3.1% | +0.5% | -1.6% |
| 30D | +2.7% | -2.8% | +5.5% | +3.7% |
| 3M | +17.0% | -5.7% | +22.6% | +19.2% |
| 6M | +23.8% | -8.8% | +32.6% | +27.2% |
| YTD | +4.0% | +6.7% | -2.7% | +0.6% |
| 1Y | -0.8% | -3.6% | +2.8% | -0.6% |
| 3Y | +55.6% | +75.1% | -19.5% | +24.4% |
| 5Y | +72.9% | +108.9% | -36.0% | +29.5% |
| 10Y | +875.8% | +586.2% | +289.6% | +392.9% |
| All | +133,470.8% | +11,743.1% | +121,727.7% | +25,307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling