+6,288.2%
MS vs COO
+30,343.5%
-24,055.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.5% |
| 7D | +1.4% | -2.2% | +3.6% | +1.7% |
| 30D | -0.3% | -7.0% | +6.8% | +0.8% |
| 3M | +0.3% | +12.2% | -11.9% | -1.8% |
| 6M | +31.3% | -15.1% | +46.5% | +34.2% |
| YTD | +24.7% | -15.1% | +39.8% | +27.4% |
| 1Y | +47.9% | +2.3% | +45.6% | +46.6% |
| 3Y | +178.3% | -23.7% | +202.0% | +186.1% |
| 5Y | +144.9% | -38.9% | +183.8% | +159.1% |
| 10Y | +804.5% | +49.9% | +754.6% | +749.3% |
| All | +6,288.2% | +30,343.5% | -24,055.3% | +5,004.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling