+181.3%
MS vs COO
-23.4%
+204.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.6% |
| 7D | +1.4% | -2.2% | +3.6% | +1.9% |
| 30D | -0.3% | -7.0% | +6.8% | +1.5% |
| 3M | +0.3% | +12.2% | -11.9% | -3.6% |
| 6M | +31.3% | -15.1% | +46.5% | +37.1% |
| YTD | +24.7% | -15.1% | +39.8% | +30.2% |
| 1Y | +47.9% | +2.3% | +45.6% | +46.0% |
| All | +181.3% | -23.4% | +204.7% | +171.2% |
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