+74.4%
MSI vs COO
-25.3%
+99.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +4.7% | +4.7% | 0.0% | +3.9% |
| 30D | +14.8% | +13.9% | +0.9% | +12.6% |
| 3M | +8.8% | -14.9% | +23.8% | +11.2% |
| 6M | +19.3% | +2.0% | +17.3% | +18.1% |
| YTD | +35.3% | -23.9% | +59.2% | +40.2% |
| 1Y | +33.8% | -9.6% | +43.4% | +34.6% |
| 3Y | +74.4% | -25.4% | +99.9% | +83.6% |
| All | +74.4% | -25.3% | +99.8% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling