-5.1%
COF vs MKSI
+40.1%
-45.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.8% | -0.7% |
| 7D | +0.7% | -10.7% | +11.4% | +1.8% |
| 30D | +5.7% | -30.5% | +36.2% | +9.5% |
| 3M | -6.7% | -39.2% | +32.5% | -2.2% |
| 6M | +9.5% | -33.0% | +42.5% | +10.2% |
| YTD | -13.9% | +22.3% | -36.2% | -21.4% |
| 1Y | -5.1% | +42.7% | -47.7% | -14.8% |
| All | -5.1% | +40.1% | -45.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling