+16.4%
MSCI vs COO
-12.3%
+28.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +17.4% | +14.2% | +3.3% | +15.0% |
| 3M | +14.8% | -18.2% | +33.0% | +18.2% |
| 6M | +16.1% | +5.3% | +10.8% | +15.6% |
| YTD | +16.0% | -23.6% | +39.6% | +22.8% |
| 1Y | +16.4% | -12.7% | +29.1% | +21.1% |
| All | +16.4% | -12.3% | +28.7% | +21.1% |
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