+4,560.7%
COP vs MSI
+4,457.4%
+103.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -11.5% | +4.7% | -16.2% | -12.3% |
| 30D | +5.0% | +14.8% | -9.8% | +2.3% |
| 3M | +17.5% | +8.8% | +8.7% | +15.6% |
| 6M | +16.2% | +19.3% | -3.1% | +12.0% |
| YTD | +48.8% | +35.3% | +13.4% | +39.8% |
| 1Y | +64.1% | +33.8% | +30.3% | +54.5% |
| 3Y | +25.7% | +74.4% | -48.8% | +12.1% |
| 5Y | +114.4% | +120.5% | -6.2% | +81.9% |
| 10Y | +331.7% | +685.2% | -353.5% | +197.6% |
| All | +4,560.7% | +4,457.4% | +103.3% | +2,140.1% |
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 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