+556.2%
MS vs COO
+40.2%
+516.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -1.7% | -2.3% | +0.6% | -0.7% |
| 30D | +0.9% | +13.3% | -12.4% | -4.4% |
| 3M | -10.8% | -18.1% | +7.2% | -3.9% |
| 6M | +0.9% | +6.7% | -5.8% | -4.5% |
| YTD | +9.8% | -23.2% | +33.0% | +20.8% |
| 1Y | +17.1% | -12.3% | +29.4% | +20.8% |
| 3Y | +175.7% | -23.6% | +199.3% | +188.7% |
| 5Y | +125.9% | -38.7% | +164.6% | +159.5% |
| 10Y | +556.2% | +42.2% | +514.0% | +511.6% |
| All | +556.2% | +40.2% | +516.0% | +511.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling