+124.4%
COF vs MAGS
+190.0%
-65.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | 0.0% |
| 7D | -5.1% | +0.6% | -5.8% | -5.5% |
| 30D | -6.0% | +3.2% | -9.2% | -7.8% |
| 3M | +14.8% | +7.7% | +7.2% | +9.7% |
| 6M | +15.3% | +12.5% | +2.9% | +7.1% |
| YTD | -13.0% | +6.0% | -19.0% | -16.4% |
| 1Y | -5.7% | +14.4% | -20.1% | -13.5% |
| 3Y | +118.1% | +127.5% | -9.4% | +42.7% |
| All | +124.4% | +190.0% | -65.6% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling