+127.2%
COF vs MAGS
+187.7%
-60.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | -2.7% | +0.8% | -3.5% | -3.1% |
| 30D | -3.4% | +0.4% | -3.8% | -3.6% |
| 3M | +15.4% | +5.6% | +9.8% | +11.5% |
| 6M | +14.4% | +12.3% | +2.1% | +6.3% |
| YTD | -12.0% | +5.1% | -17.1% | -14.9% |
| 1Y | -3.7% | +14.0% | -17.7% | -11.5% |
| 3Y | +121.1% | +129.4% | -8.3% | +44.2% |
| All | +127.2% | +187.7% | -60.5% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling