+5,862.8%
COF vs MAS
+1,320.3%
+4,542.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.4% |
| 7D | +1.8% | -0.8% | +2.6% | +2.2% |
| 30D | -0.6% | -5.6% | +5.0% | +2.5% |
| 3M | +20.3% | +4.4% | +15.8% | +16.2% |
| 6M | +13.0% | +7.2% | +5.8% | +6.4% |
| YTD | -8.3% | +16.1% | -24.4% | -18.1% |
| 1Y | -1.5% | +0.1% | -1.6% | -4.6% |
| 3Y | +122.3% | +28.3% | +94.0% | +81.9% |
| 5Y | +52.5% | +30.5% | +22.0% | +21.7% |
| 10Y | +264.9% | +139.1% | +125.7% | +101.2% |
| All | +5,862.8% | +1,320.3% | +4,542.4% | +1,136.1% |
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 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