+33.2%
KO vs MS
+42.2%
-9.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.1% |
| 7D | -1.1% | -2.1% | +1.0% | -1.5% |
| 30D | +1.6% | -1.1% | +2.7% | +1.3% |
| 3M | +5.8% | +3.5% | +2.3% | +6.6% |
| 6M | +14.3% | +33.7% | -19.5% | +19.3% |
| YTD | +27.3% | +21.8% | +5.6% | +31.0% |
| 1Y | +33.2% | +41.1% | -7.9% | +40.2% |
| All | +33.2% | +42.2% | -9.1% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling