+3,874.2%
MSI vs COO
+5,988.7%
-2,114.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -3.7% | -2.2% | -1.5% | -3.5% |
| 30D | +6.8% | -7.0% | +13.8% | +7.5% |
| 3M | +14.3% | +12.2% | +2.1% | +12.9% |
| 6M | -1.6% | -15.1% | +13.5% | -0.2% |
| YTD | +22.8% | -15.1% | +37.9% | +24.5% |
| 1Y | -1.1% | +2.3% | -3.4% | -1.6% |
| 3Y | +70.5% | -23.7% | +94.1% | +73.2% |
| 5Y | +102.8% | -38.9% | +141.7% | +109.6% |
| 10Y | +597.4% | +49.9% | +547.5% | +569.2% |
| All | +3,874.2% | +5,988.7% | -2,114.5% | +3,003.1% |
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