+102.5%
COF vs MAS
+61.2%
+41.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.3% |
| 7D | -2.3% | +4.6% | -6.9% | -4.4% |
| 30D | +4.1% | +19.9% | -15.8% | -4.2% |
| 3M | -7.7% | +8.9% | -16.6% | -11.5% |
| 6M | +8.3% | +20.2% | -11.8% | -1.4% |
| YTD | -14.9% | +33.9% | -48.8% | -27.7% |
| 1Y | -6.5% | +34.7% | -41.2% | -20.8% |
| All | +102.5% | +61.2% | +41.3% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling