+4,280.0%
MSI vs COO
+5,356.1%
-1,076.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | +4.7% | +4.7% | 0.0% | +4.2% |
| 30D | +14.8% | +13.9% | +0.9% | +13.3% |
| 3M | +8.8% | -14.9% | +23.8% | +10.2% |
| 6M | +19.3% | +2.0% | +17.3% | +18.7% |
| YTD | +35.3% | -23.9% | +59.2% | +38.3% |
| 1Y | +33.8% | -9.6% | +43.4% | +34.4% |
| 3Y | +74.4% | -25.4% | +99.9% | +77.3% |
| 5Y | +120.5% | -41.2% | +161.7% | +128.4% |
| 10Y | +685.2% | +42.1% | +643.1% | +656.6% |
| All | +4,280.0% | +5,356.1% | -1,076.1% | +3,348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling