+4,235.9%
KO vs MSI
+4,035.2%
+200.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.8% | -3.7% | +1.9% | -1.3% |
| 30D | +1.4% | +6.8% | -5.4% | +0.4% |
| 3M | +15.4% | +14.3% | +1.1% | +13.2% |
| 6M | +14.3% | -1.6% | +15.8% | +14.2% |
| YTD | +27.7% | +22.8% | +4.9% | +23.6% |
| 1Y | +32.7% | -1.1% | +33.8% | +32.3% |
| 3Y | +62.2% | +70.5% | -8.3% | +49.3% |
| 5Y | +80.0% | +102.8% | -22.8% | +60.9% |
| 10Y | +175.6% | +597.4% | -421.8% | +110.0% |
| All | +4,235.9% | +4,035.2% | +200.7% | +1,602.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling