+622.3%
MSCI vs COO
+49.3%
+573.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | +0.4% | -2.2% | +2.6% | +1.5% |
| 30D | +0.6% | -7.0% | +7.6% | +4.0% |
| 3M | -7.1% | +12.2% | -19.3% | -12.6% |
| 6M | +0.8% | -15.1% | +15.9% | +8.1% |
| YTD | +1.0% | -15.1% | +16.1% | +8.1% |
| 1Y | +4.3% | +2.3% | +2.0% | +0.8% |
| 3Y | +9.9% | -23.7% | +33.6% | +17.3% |
| 5Y | -6.8% | -38.9% | +32.2% | +11.1% |
| All | +622.3% | +49.3% | +573.0% | +447.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling