+221.1%
COF vs MAS
+213.7%
+7.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | +0.2% |
| 7D | -1.5% | +2.0% | -3.4% | -2.8% |
| 30D | +3.0% | +19.4% | -16.3% | -8.0% |
| 3M | -7.9% | +9.4% | -17.3% | -13.6% |
| 6M | +5.2% | +15.3% | -10.1% | -5.5% |
| YTD | -15.7% | +31.3% | -47.0% | -31.6% |
| 1Y | -5.5% | +34.9% | -40.3% | -24.7% |
| 3Y | +100.5% | +58.6% | +41.9% | +37.7% |
| 5Y | +42.3% | +40.7% | +1.6% | +3.4% |
| All | +221.1% | +213.7% | +7.4% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling