+39.9%
KO vs MS
+17.9%
+21.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +1.0% |
| 7D | +1.8% | -1.7% | +3.6% | +1.6% |
| 30D | +8.7% | +0.9% | +7.7% | +8.9% |
| 3M | +13.5% | -10.8% | +24.3% | +11.1% |
| 6M | +25.6% | +0.9% | +24.7% | +25.3% |
| YTD | +42.3% | +9.8% | +32.5% | +42.8% |
| 1Y | +39.9% | +17.1% | +22.8% | +40.1% |
| All | +39.9% | +17.9% | +21.9% | +40.1% |
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