+808.5%
MS vs COO
+49.3%
+759.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.9% |
| 7D | +1.4% | -2.2% | +3.6% | +2.4% |
| 30D | -0.3% | -7.0% | +6.8% | +2.8% |
| 3M | +0.3% | +12.2% | -11.9% | -5.9% |
| 6M | +31.3% | -15.1% | +46.5% | +39.8% |
| YTD | +24.7% | -15.1% | +39.8% | +32.7% |
| 1Y | +47.9% | +2.3% | +45.6% | +43.4% |
| 3Y | +178.3% | -23.7% | +202.0% | +197.2% |
| 5Y | +144.9% | -38.9% | +183.8% | +187.5% |
| All | +808.5% | +49.3% | +759.2% | +728.8% |
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