+5,285.6%
MS vs COP
+3,577.9%
+1,707.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.9% | -5.4% |
| 7D | -3.4% | -9.7% | +6.3% | +1.6% |
| 30D | -3.9% | +4.7% | -8.6% | -7.0% |
| 3M | -15.9% | +18.5% | -34.4% | -24.4% |
| 6M | -2.5% | +11.4% | -13.9% | -10.5% |
| YTD | +5.1% | +47.9% | -42.8% | -19.1% |
| 1Y | +13.0% | +59.3% | -46.4% | -16.9% |
| 3Y | +160.7% | +23.6% | +137.1% | +114.1% |
| 5Y | +114.0% | +113.1% | +0.9% | +18.5% |
| 10Y | +637.5% | +329.1% | +308.4% | +126.7% |
| All | +5,285.6% | +3,577.9% | +1,707.8% | +887.0% |
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