+161.8%
MS vs COO
-24.0%
+185.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.6% |
| 7D | -3.4% | +5.3% | -8.6% | -4.4% |
| 30D | -3.9% | +12.5% | -16.5% | -6.4% |
| 3M | -15.9% | -15.1% | -0.8% | -12.9% |
| 6M | -2.5% | +3.7% | -6.2% | -4.8% |
| YTD | +5.1% | -22.5% | +27.6% | +11.8% |
| 1Y | +13.0% | -7.8% | +20.7% | +14.4% |
| All | +161.8% | -24.0% | +185.8% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling