+336.7%
COP vs MSCI
+811.9%
-475.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.1% |
| 7D | +4.4% | +3.0% | +1.4% | +3.4% |
| 30D | 0.0% | +17.8% | -17.8% | -5.6% |
| 3M | +15.0% | +15.2% | -0.2% | +9.2% |
| 6M | +22.0% | +16.5% | +5.5% | +14.4% |
| YTD | +55.3% | +16.4% | +39.0% | +44.6% |
| 1Y | +64.1% | +16.8% | +47.3% | +52.5% |
| 3Y | +34.1% | +35.8% | -1.7% | +14.0% |
| 5Y | +133.4% | +7.0% | +126.4% | +111.3% |
| All | +336.7% | +811.9% | -475.1% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling