+116.9%
COF vs MAGS
+126.1%
-9.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -6.1% | -1.8% | -4.3% | -5.1% |
| 30D | -5.2% | +1.1% | -6.2% | -5.8% |
| 3M | +17.0% | +7.7% | +9.3% | +11.6% |
| 6M | +12.9% | +11.7% | +1.2% | +5.1% |
| YTD | -13.5% | +4.9% | -18.4% | -16.4% |
| 1Y | -5.9% | +14.3% | -20.2% | -13.8% |
| All | +116.9% | +126.1% | -9.2% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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