+124.1%
COF vs MSFU
+25.3%
+98.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.2% | -2.1% |
| 7D | +1.2% | -3.2% | +4.4% | +1.8% |
| 30D | -1.4% | -3.1% | +1.7% | -0.9% |
| 3M | +19.0% | +35.3% | -16.2% | +10.9% |
| 6M | +14.9% | +31.6% | -16.7% | +6.3% |
| YTD | -10.7% | -9.5% | -1.2% | -10.7% |
| 1Y | -1.3% | -18.4% | +17.1% | +0.9% |
| All | +124.1% | +25.3% | +98.8% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling