+4,456.3%
MSI vs COO
+5,406.0%
-949.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +7.7% | -2.3% | +10.0% | +7.9% |
| 30D | +19.9% | +13.3% | +6.6% | +18.5% |
| 3M | +14.9% | -18.1% | +33.0% | +16.9% |
| 6M | +37.2% | +6.7% | +30.5% | +35.9% |
| YTD | +40.8% | -23.2% | +64.0% | +43.8% |
| 1Y | +38.1% | -12.3% | +50.4% | +39.2% |
| 3Y | +77.7% | -23.6% | +101.3% | +80.2% |
| 5Y | +129.0% | -38.7% | +167.7% | +136.3% |
| 10Y | +671.3% | +42.2% | +629.1% | +643.0% |
| All | +4,456.3% | +5,406.0% | -949.7% | +3,484.0% |
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 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