+177.9%
KO vs MS
+799.6%
-621.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | -1.1% | -2.1% | +1.0% | -0.7% |
| 30D | +1.6% | -1.1% | +2.7% | +1.7% |
| 3M | +5.8% | +3.5% | +2.3% | +4.7% |
| 6M | +14.3% | +33.7% | -19.5% | +7.0% |
| YTD | +27.3% | +21.8% | +5.6% | +21.1% |
| 1Y | +33.2% | +41.1% | -7.9% | +22.3% |
| 3Y | +64.5% | +174.5% | -110.1% | +25.5% |
| 5Y | +83.1% | +140.7% | -57.5% | +42.0% |
| All | +177.9% | +799.6% | -621.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling