+43.1%
COF vs MRNA
-67.9%
+111.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | +0.3% |
| 7D | -5.1% | -1.1% | -4.1% | -5.1% |
| 30D | -6.0% | +126.1% | -132.1% | -13.3% |
| 3M | +14.8% | +190.0% | -175.2% | +2.2% |
| 6M | +15.3% | +157.2% | -141.9% | +3.8% |
| YTD | -13.0% | +388.2% | -401.2% | -28.2% |
| 1Y | -5.7% | +467.0% | -472.7% | -24.2% |
| 3Y | +118.1% | +36.1% | +82.1% | +97.6% |
| All | +43.1% | -67.9% | +111.0% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling