-9.3%
COF vs MAS
+39.3%
-48.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.5% | -1.8% | -2.6% | -3.9% |
| 30D | -2.0% | +23.6% | -25.6% | -9.2% |
| 3M | -9.7% | +12.4% | -22.2% | -13.6% |
| 6M | +8.0% | +21.9% | -13.9% | -0.2% |
| YTD | -17.7% | +36.1% | -53.8% | -29.7% |
| 1Y | -9.3% | +39.5% | -48.8% | -24.1% |
| All | -9.3% | +39.3% | -48.7% | -24.1% |
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 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