+25.7%
COP vs MSCI
+33.6%
-7.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | -11.5% | +2.8% | -14.4% | -11.8% |
| 30D | +5.0% | +15.4% | -10.5% | +3.2% |
| 3M | +17.5% | +13.4% | +4.1% | +15.7% |
| 6M | +16.2% | +10.9% | +5.3% | +14.3% |
| YTD | +48.8% | +13.0% | +35.8% | +45.3% |
| 1Y | +64.1% | +12.0% | +52.1% | +60.4% |
| 3Y | +25.7% | +34.1% | -8.4% | +20.3% |
| All | +25.7% | +33.6% | -7.9% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling