+2,054.3%
KO vs MS
+5,263.8%
-3,209.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +10.1% | -0.7% | +10.8% | +10.1% |
| 3M | +12.2% | -12.4% | +24.6% | +14.1% |
| 6M | +25.1% | -1.7% | +26.9% | +24.8% |
| YTD | +41.3% | +8.0% | +33.3% | +38.6% |
| 1Y | +41.1% | +16.2% | +24.9% | +36.8% |
| 3Y | +86.3% | +171.3% | -85.0% | +57.5% |
| 5Y | +97.8% | +124.8% | -27.0% | +70.4% |
| 10Y | +222.7% | +553.7% | -330.9% | +133.3% |
| All | +2,054.3% | +5,263.8% | -3,209.5% | +755.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling