+119.9%
MS vs COP
+110.5%
+9.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.4% |
| 7D | +0.7% | -8.4% | +9.2% | +2.8% |
| 30D | -0.9% | +0.3% | -1.2% | -1.4% |
| 3M | -13.0% | +15.1% | -28.1% | -16.7% |
| 6M | -2.0% | +19.8% | -21.7% | -7.8% |
| YTD | +7.8% | +46.8% | -39.0% | -6.3% |
| 1Y | +17.9% | +59.7% | -41.9% | -0.6% |
| 3Y | +174.8% | +28.7% | +146.1% | +144.4% |
| 5Y | +119.9% | +110.7% | +9.2% | +55.2% |
| All | +119.9% | +110.5% | +9.3% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling