+186.4%
COP vs MSCI
-6.7%
+193.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +17.5% | +0.6% | +16.9% | +17.3% |
| 3M | +13.4% | -7.1% | +20.4% | +14.4% |
| 6M | +17.7% | +0.8% | +16.9% | +17.0% |
| YTD | +46.6% | +1.0% | +45.6% | +45.2% |
| 1Y | +44.6% | +4.3% | +40.3% | +42.0% |
| 3Y | +20.7% | +9.9% | +10.7% | +16.1% |
| All | +186.4% | -6.7% | +193.1% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling