+663.4%
MSI vs COO
+41.1%
+622.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | +3.2% | +0.5% | +2.8% | +3.1% |
| 30D | +17.6% | +14.2% | +3.4% | +12.2% |
| 3M | +14.5% | -18.2% | +32.7% | +21.8% |
| 6M | +34.3% | +5.3% | +28.9% | +29.5% |
| YTD | +39.7% | -23.6% | +63.3% | +51.2% |
| 1Y | +40.2% | -12.7% | +52.8% | +43.9% |
| 3Y | +77.1% | -24.2% | +101.3% | +83.7% |
| 5Y | +124.0% | -40.0% | +164.0% | +153.3% |
| All | +663.4% | +41.1% | +622.3% | +525.0% |
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