+13.5%
MS vs COP
+61.6%
-48.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.4% |
| 7D | -1.6% | -11.5% | +10.0% | -3.5% |
| 30D | -3.8% | +5.0% | -8.7% | -3.2% |
| 3M | -14.6% | +17.5% | -32.1% | -12.3% |
| 6M | -5.1% | +16.2% | -21.3% | -2.6% |
| YTD | +4.5% | +48.8% | -44.3% | +3.5% |
| 1Y | +13.5% | +64.1% | -50.6% | +11.3% |
| All | +13.5% | +61.6% | -48.0% | +11.3% |
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