+118.1%
COF vs MRNA
+34.8%
+83.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | +0.4% |
| 7D | -5.1% | -1.1% | -4.1% | -5.1% |
| 30D | -6.0% | +126.1% | -132.1% | -10.6% |
| 3M | +14.8% | +190.0% | -175.2% | +5.5% |
| 6M | +15.3% | +157.2% | -141.9% | +7.1% |
| YTD | -13.0% | +388.2% | -401.2% | -25.5% |
| 1Y | -5.7% | +467.0% | -472.7% | -21.2% |
| 3Y | +118.1% | +36.1% | +82.1% | +101.3% |
| All | +118.1% | +34.8% | +83.3% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling