+14.7%
MS vs COP
+59.2%
-44.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.9% |
| 7D | -1.7% | +0.7% | -2.4% | -1.6% |
| 30D | +0.9% | +0.2% | +0.7% | +0.9% |
| 3M | -10.8% | +10.2% | -21.0% | -9.3% |
| 6M | +0.9% | +20.1% | -19.2% | +4.0% |
| YTD | +9.8% | +50.5% | -40.7% | +8.5% |
| All | +14.7% | +59.2% | -44.5% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling