+115.5%
COF vs MSFU
+70.7%
+44.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | -2.7% | -2.3% | -0.3% | -2.1% |
| 30D | -3.4% | -6.3% | +2.9% | -2.1% |
| 3M | +15.4% | +40.0% | -24.5% | +4.7% |
| 6M | +14.4% | +30.1% | -15.7% | +4.3% |
| YTD | -12.0% | -10.3% | -1.7% | -12.2% |
| 1Y | -3.7% | -19.0% | +15.3% | -1.6% |
| 3Y | +121.1% | +25.8% | +95.3% | +81.5% |
| All | +115.5% | +70.7% | +44.8% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling