-5.1%
COF vs MSFU
-2.2%
-2.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +13.5% | -14.6% | -2.3% |
| 7D | +0.7% | +8.2% | -7.5% | -0.1% |
| 30D | +5.7% | +10.2% | -4.5% | +4.7% |
| 3M | -6.7% | +22.9% | -29.6% | -8.7% |
| 6M | +9.5% | +63.2% | -53.7% | +4.0% |
| YTD | -13.9% | +11.7% | -25.6% | -20.1% |
| 1Y | -5.1% | -3.5% | -1.6% | -11.0% |
| All | -5.1% | -2.2% | -2.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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