+2,781.3%
MSCI vs COO
+474.8%
+2,306.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.1% |
| 7D | +6.0% | +5.3% | +0.8% | +3.7% |
| 30D | +18.2% | +12.5% | +5.7% | +12.1% |
| 3M | +15.1% | -15.1% | +30.2% | +22.7% |
| 6M | +13.7% | +3.7% | +10.0% | +10.0% |
| YTD | +15.6% | -22.5% | +38.1% | +27.1% |
| 1Y | +16.3% | -7.8% | +24.1% | +17.7% |
| 3Y | +36.9% | -24.1% | +61.0% | +44.4% |
| 5Y | +6.3% | -40.1% | +46.4% | +25.0% |
| 10Y | +823.0% | +44.7% | +778.3% | +609.8% |
| All | +2,781.3% | +474.8% | +2,306.5% | +861.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling