-1.5%
COF vs MAS
+1.6%
-3.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 30D | -0.6% | -5.6% | +5.0% | +1.2% |
| 3M | +20.3% | +4.4% | +15.8% | +18.0% |
| 6M | +13.0% | +7.2% | +5.8% | +8.4% |
| YTD | -8.3% | +16.1% | -24.4% | -15.0% |
| 1Y | -1.5% | +0.1% | -1.6% | -10.9% |
| All | -1.5% | +1.6% | -3.0% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling