+84.1%
KO vs MS
+161.2%
-77.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | -0.1% |
| 7D | +1.7% | -1.6% | +3.2% | +1.6% |
| 30D | +11.5% | -3.8% | +15.3% | +11.3% |
| 3M | +10.8% | -14.6% | +25.4% | +9.9% |
| 6M | +22.3% | -5.1% | +27.3% | +21.6% |
| YTD | +39.5% | +4.5% | +35.0% | +39.0% |
| 1Y | +42.2% | +13.5% | +28.7% | +41.7% |
| All | +84.1% | +161.2% | -77.2% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling