-5.1%
COF vs MRNA
+945.0%
-950.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +13.1% | -14.3% | -1.3% |
| 7D | +0.7% | +20.6% | -19.9% | +0.4% |
| 30D | +5.7% | +27.1% | -21.4% | +5.3% |
| 3M | -6.7% | +353.4% | -360.1% | -10.3% |
| 6M | +9.5% | +446.3% | -436.8% | +2.1% |
| YTD | -13.9% | +776.2% | -790.0% | -23.7% |
| 1Y | -5.1% | +987.9% | -993.0% | -18.7% |
| All | -5.1% | +945.0% | -950.1% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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