+4,492.0%
COP vs MSI
+4,035.2%
+456.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +3.0% | -3.7% | +6.7% | +3.7% |
| 30D | +17.5% | +6.8% | +10.7% | +15.9% |
| 3M | +13.4% | +14.3% | -0.9% | +10.3% |
| 6M | +17.7% | -1.6% | +19.3% | +17.5% |
| YTD | +46.6% | +22.8% | +23.8% | +40.3% |
| 1Y | +44.6% | -1.1% | +45.7% | +44.0% |
| 3Y | +20.7% | +70.5% | -49.8% | +8.1% |
| 5Y | +185.0% | +102.8% | +82.2% | +145.6% |
| 10Y | +347.0% | +597.4% | -250.4% | +214.9% |
| All | +4,492.0% | +4,035.2% | +456.8% | +2,148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling