+81.6%
KO vs MS
+144.2%
-62.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.4% | +2.5% | -2.1% | +0.3% |
| 30D | +1.5% | 0.0% | +1.5% | +1.5% |
| 3M | +11.8% | +2.4% | +9.4% | +11.5% |
| 6M | +16.2% | +36.4% | -20.2% | +12.9% |
| YTD | +28.1% | +23.8% | +4.3% | +25.3% |
| 1Y | +34.8% | +48.6% | -13.9% | +29.0% |
| 3Y | +65.5% | +179.1% | -113.7% | +41.2% |
| 5Y | +81.6% | +144.8% | -63.2% | +53.3% |
| All | +81.6% | +144.2% | -62.6% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling