+39.5%
COF vs MAS
+47.3%
-7.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -4.0% |
| 7D | -5.8% | +3.3% | -9.1% | -7.7% |
| 30D | -0.3% | +25.5% | -25.8% | -12.3% |
| 3M | -8.5% | +11.8% | -20.2% | -14.5% |
| 6M | +5.6% | +21.3% | -15.7% | -6.7% |
| YTD | -17.1% | +37.7% | -54.9% | -33.2% |
| 1Y | -7.4% | +41.0% | -48.4% | -26.5% |
| 3Y | +99.1% | +63.0% | +36.1% | +37.2% |
| 5Y | +39.5% | +44.1% | -4.6% | -1.3% |
| All | +39.5% | +47.3% | -7.8% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling