+607.1%
MS vs COP
+324.3%
+282.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -1.6% | -11.5% | +10.0% | +3.2% |
| 30D | -3.8% | +5.0% | -8.7% | -6.2% |
| 3M | -14.6% | +17.5% | -32.1% | -20.9% |
| 6M | -5.1% | +16.2% | -21.3% | -12.4% |
| YTD | +4.5% | +48.8% | -44.3% | -14.7% |
| 1Y | +13.5% | +64.1% | -50.6% | -11.6% |
| 3Y | +160.4% | +25.7% | +134.7% | +123.3% |
| 5Y | +112.9% | +114.4% | -1.5% | +33.5% |
| All | +607.1% | +324.3% | +282.8% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling