+43.1%
COF vs MKSI
+84.1%
-41.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | 0.0% |
| 7D | -5.1% | +2.7% | -7.8% | -5.9% |
| 30D | -6.0% | -12.8% | +6.8% | -2.4% |
| 3M | +14.8% | -22.5% | +37.3% | +20.5% |
| 6M | +15.3% | +19.4% | -4.1% | +3.3% |
| YTD | -13.0% | +67.7% | -80.8% | -31.5% |
| 1Y | -5.7% | +131.4% | -137.1% | -35.0% |
| 3Y | +118.1% | +197.3% | -79.2% | +22.3% |
| All | +43.1% | +84.1% | -41.0% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling