+14.8%
COF vs MRNA
+210.1%
-195.3%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | +0.6% |
| 7D | -5.1% | -1.1% | -4.1% | -5.1% |
| 30D | -6.0% | +126.1% | -132.1% | -5.7% |
| 3M | +14.8% | +190.0% | -175.2% | +11.6% |
| All | +14.8% | +210.1% | -195.3% | +11.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling