+112.4%
MS vs COP
+113.7%
-1.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -1.6% | -11.5% | +10.0% | +1.3% |
| 30D | -3.8% | +5.0% | -8.7% | -5.3% |
| 3M | -14.6% | +17.5% | -32.1% | -18.7% |
| 6M | -5.1% | +16.2% | -21.3% | -9.8% |
| YTD | +4.5% | +48.8% | -44.3% | -9.4% |
| 1Y | +13.5% | +64.1% | -50.6% | -5.0% |
| 3Y | +160.4% | +25.7% | +134.7% | +133.4% |
| All | +112.4% | +113.7% | -1.3% | +49.7% |
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