+5,434.8%
COF vs MAS
+1,537.8%
+3,897.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.8% |
| 7D | -2.3% | +4.6% | -6.9% | -5.0% |
| 30D | +4.1% | +19.9% | -15.8% | -6.6% |
| 3M | -7.7% | +8.9% | -16.6% | -12.8% |
| 6M | +8.3% | +20.2% | -11.8% | -4.2% |
| YTD | -14.9% | +33.9% | -48.8% | -30.4% |
| 1Y | -6.5% | +34.7% | -41.2% | -23.8% |
| 3Y | +100.8% | +60.4% | +40.5% | +44.3% |
| 5Y | +43.7% | +43.5% | +0.3% | +8.6% |
| 10Y | +231.9% | +226.7% | +5.2% | +53.7% |
| All | +5,434.8% | +1,537.8% | +3,897.0% | +951.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling