+99.1%
COF vs MAS
+60.2%
+38.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -3.5% |
| 7D | -5.8% | +3.3% | -9.1% | -7.3% |
| 30D | -0.3% | +25.5% | -25.8% | -10.2% |
| 3M | -8.5% | +11.8% | -20.2% | -13.3% |
| 6M | +5.6% | +21.3% | -15.7% | -4.3% |
| YTD | -17.1% | +37.7% | -54.9% | -30.5% |
| 1Y | -7.4% | +41.0% | -48.4% | -23.4% |
| 3Y | +99.1% | +63.0% | +36.1% | +53.3% |
| All | +99.1% | +60.2% | +38.9% | +53.3% |
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