+595.0%
MSI vs COO
+43.7%
+551.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.1% |
| 7D | -5.8% | -2.3% | -3.5% | -5.0% |
| 30D | -1.0% | -8.8% | +7.8% | +2.2% |
| 3M | +14.2% | +1.3% | +12.8% | +13.1% |
| 6M | +1.0% | -11.6% | +12.6% | +4.9% |
| YTD | +21.5% | -17.4% | +38.9% | +29.1% |
| 1Y | -2.1% | -1.6% | -0.5% | -3.1% |
| 3Y | +69.3% | -22.6% | +92.0% | +76.7% |
| 5Y | +99.3% | -40.3% | +139.7% | +129.6% |
| 10Y | +595.0% | +45.2% | +549.8% | +459.2% |
| All | +595.0% | +43.7% | +551.3% | +459.2% |
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