+29.9%
COP vs MSCI
+34.4%
-4.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +0.7% | -1.9% | +2.6% | +0.9% |
| 30D | +0.2% | +16.5% | -16.2% | -1.5% |
| 3M | +10.2% | +18.2% | -8.0% | +8.1% |
| 6M | +20.1% | +14.0% | +6.1% | +17.8% |
| YTD | +50.5% | +16.6% | +33.9% | +46.5% |
| 1Y | +56.8% | +14.8% | +42.0% | +53.0% |
| All | +29.9% | +34.4% | -4.5% | +23.4% |
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