+25.7%
COP vs MSI
+77.7%
-52.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -11.5% | +4.7% | -16.2% | -12.4% |
| 30D | +5.0% | +14.8% | -9.8% | +1.9% |
| 3M | +17.5% | +8.8% | +8.7% | +15.3% |
| 6M | +16.2% | +19.3% | -3.1% | +11.5% |
| YTD | +48.8% | +35.3% | +13.4% | +36.9% |
| 1Y | +64.1% | +33.8% | +30.3% | +51.4% |
| 3Y | +25.7% | +74.4% | -48.8% | +14.1% |
| All | +25.7% | +77.7% | -52.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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