+674.5%
MSI vs COO
+40.7%
+633.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.8% |
| 7D | +8.3% | +4.3% | +4.1% | +6.7% |
| 30D | +18.9% | +17.6% | +1.3% | +12.2% |
| 3M | +13.2% | -13.9% | +27.1% | +18.2% |
| 6M | +38.3% | +6.6% | +31.7% | +32.9% |
| YTD | +38.9% | -22.0% | +60.9% | +49.2% |
| 1Y | +36.7% | -8.8% | +45.5% | +38.1% |
| 3Y | +76.6% | -21.5% | +98.0% | +80.6% |
| 5Y | +124.5% | -41.0% | +165.5% | +156.1% |
| 10Y | +674.5% | +40.9% | +633.6% | +557.7% |
| All | +674.5% | +40.7% | +633.8% | +557.7% |
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