+15.5%
MSCI vs COO
-9.3%
+24.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +2.7% | +4.5% | -1.8% | +1.8% |
| 30D | +16.2% | +16.9% | -0.7% | +13.4% |
| 3M | +17.1% | -16.7% | +33.8% | +20.2% |
| 6M | +13.0% | +5.9% | +7.1% | +12.3% |
| YTD | +15.8% | -22.4% | +38.2% | +22.4% |
| 1Y | +15.5% | -10.1% | +25.6% | +19.6% |
| All | +15.5% | -9.3% | +24.8% | +19.6% |
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