-5.5%
COF vs MAS
+32.0%
-37.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.3% |
| 7D | -1.5% | +2.0% | -3.4% | -2.2% |
| 30D | +3.0% | +19.4% | -16.3% | -3.3% |
| 3M | -7.9% | +9.4% | -17.3% | -11.1% |
| 6M | +5.2% | +15.3% | -10.1% | -0.9% |
| YTD | -15.7% | +31.3% | -47.0% | -27.0% |
| 1Y | -5.5% | +34.9% | -40.3% | -19.9% |
| All | -5.5% | +32.0% | -37.5% | -19.9% |
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