+81.6%
KO vs MSI
+101.7%
-20.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | +1.6% | -0.6% | +2.2% | +1.7% |
| 3M | +5.8% | +13.0% | -7.3% | +2.7% |
| 6M | +14.3% | +0.5% | +13.8% | +13.7% |
| YTD | +27.3% | +21.7% | +5.6% | +20.8% |
| 1Y | +33.2% | -2.6% | +35.8% | +33.4% |
| 3Y | +64.5% | +69.7% | -5.2% | +39.6% |
| All | +81.6% | +101.7% | -20.1% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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