+6,288.2%
MS vs COP
+3,545.3%
+2,742.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.8% |
| 7D | +1.4% | +3.0% | -1.6% | -0.3% |
| 30D | -0.3% | +17.5% | -17.7% | -8.9% |
| 3M | +0.3% | +13.4% | -13.1% | -7.5% |
| 6M | +31.3% | +17.7% | +13.6% | +16.8% |
| YTD | +24.7% | +46.6% | -21.9% | -2.5% |
| 1Y | +47.9% | +44.6% | +3.3% | +15.6% |
| 3Y | +178.3% | +20.7% | +157.6% | +132.8% |
| 5Y | +144.9% | +185.0% | -40.2% | +14.9% |
| 10Y | +804.5% | +347.0% | +457.5% | +171.2% |
| All | +6,288.2% | +3,545.3% | +2,742.9% | +1,088.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling