+175.7%
COF vs MAS
+215.0%
-39.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.6% |
| 7D | -3.4% | +3.0% | -6.4% | -5.2% |
| 30D | +0.4% | +22.4% | -22.0% | -11.7% |
| 3M | -12.5% | +14.5% | -27.0% | -20.1% |
| 6M | +8.3% | +27.1% | -18.8% | -8.4% |
| YTD | -18.6% | +35.8% | -54.3% | -35.3% |
| 1Y | -8.6% | +39.4% | -48.0% | -28.6% |
| 3Y | +94.7% | +60.3% | +34.4% | +33.1% |
| 5Y | +35.3% | +39.4% | -4.1% | -0.7% |
| All | +175.7% | +215.0% | -39.3% | +21.9% |
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 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