+111.7%
COF vs MSFU
+71.2%
+40.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -6.1% | -6.9% | +0.9% | -4.5% |
| 30D | -5.2% | -5.1% | 0.0% | -4.1% |
| 3M | +17.0% | +44.6% | -27.6% | +5.2% |
| 6M | +12.9% | +32.8% | -19.9% | +2.3% |
| YTD | -13.5% | -10.1% | -3.5% | -13.8% |
| 1Y | -5.9% | -19.4% | +13.5% | -3.6% |
| 3Y | +117.1% | +26.2% | +90.9% | +78.1% |
| All | +111.7% | +71.2% | +40.4% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling