+19.0%
MSCI vs COO
-7.7%
+26.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.9% | -0.5% | +4.2% |
| 7D | +11.5% | +8.4% | +3.0% | +9.8% |
| 30D | +22.1% | +13.5% | +8.6% | +19.4% |
| 3M | +18.4% | -13.8% | +32.2% | +20.8% |
| 6M | +16.6% | +4.7% | +11.9% | +16.1% |
| YTD | +18.8% | -21.4% | +40.2% | +25.3% |
| 1Y | +19.0% | -6.7% | +25.7% | +20.5% |
| All | +19.0% | -7.7% | +26.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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