+114.0%
MS vs COO
-39.4%
+153.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.5% |
| 7D | -3.4% | +5.3% | -8.6% | -4.9% |
| 30D | -3.9% | +12.5% | -16.5% | -7.5% |
| 3M | -15.9% | -15.1% | -0.8% | -11.8% |
| 6M | -2.5% | +3.7% | -6.2% | -5.6% |
| YTD | +5.1% | -22.5% | +27.6% | +13.5% |
| 1Y | +13.0% | -7.8% | +20.7% | +14.2% |
| 3Y | +160.7% | -24.1% | +184.8% | +171.0% |
| 5Y | +114.0% | -40.1% | +154.1% | +138.8% |
| All | +114.0% | -39.4% | +153.5% | +138.8% |
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 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