+112.4%
MS vs COO
-41.6%
+154.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -1.6% | +4.7% | -6.3% | -2.9% |
| 30D | -3.8% | +13.9% | -17.7% | -7.7% |
| 3M | -14.6% | -14.9% | +0.3% | -10.5% |
| 6M | -5.1% | +2.0% | -7.1% | -7.6% |
| YTD | +4.5% | -23.9% | +28.4% | +13.5% |
| 1Y | +13.5% | -9.6% | +23.2% | +15.5% |
| 3Y | +160.4% | -25.4% | +185.8% | +172.2% |
| All | +112.4% | -41.6% | +154.0% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling