+2,715.8%
MSCI vs COO
+464.4%
+2,251.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.5% |
| 7D | +2.8% | +4.7% | -1.9% | +0.8% |
| 30D | +15.4% | +13.9% | +1.5% | +8.9% |
| 3M | +13.4% | -14.9% | +28.4% | +20.8% |
| 6M | +10.9% | +2.0% | +8.9% | +8.0% |
| YTD | +13.0% | -23.9% | +36.9% | +25.3% |
| 1Y | +12.0% | -9.6% | +21.7% | +14.3% |
| 3Y | +34.1% | -25.4% | +59.5% | +42.6% |
| 5Y | +3.9% | -41.2% | +45.1% | +23.2% |
| 10Y | +802.0% | +42.1% | +759.9% | +599.4% |
| All | +2,715.8% | +464.4% | +2,251.5% | +847.4% |
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