-6.5%
COF vs MRSH
+17.6%
-24.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -2.3% | +6.3% | -8.6% | -3.5% |
| 30D | +4.1% | +21.9% | -17.9% | -0.1% |
| 3M | -7.7% | +9.4% | -17.1% | -9.6% |
| 6M | +8.3% | +25.9% | -17.6% | +3.1% |
| YTD | -14.9% | +14.7% | -29.6% | -17.4% |
| 1Y | -6.5% | +19.3% | -25.8% | -11.0% |
| All | -6.5% | +17.6% | -24.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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