+124.2%
MSI vs COO
-40.4%
+164.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | +3.2% | +0.5% | +2.8% | +3.1% |
| 30D | +17.6% | +14.2% | +3.4% | +13.8% |
| 3M | +14.5% | -18.2% | +32.7% | +19.9% |
| 6M | +34.3% | +5.3% | +28.9% | +30.9% |
| YTD | +39.7% | -23.6% | +63.3% | +48.1% |
| 1Y | +40.2% | -12.7% | +52.8% | +43.0% |
| 3Y | +77.1% | -24.2% | +101.3% | +81.5% |
| All | +124.2% | -40.4% | +164.6% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling