+97.9%
COF vs MSFU
+87.3%
+10.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -5.0% | -4.9% | -0.1% | -4.1% |
| 30D | -2.3% | -9.1% | +6.8% | -0.7% |
| 3M | -12.7% | +8.7% | -21.3% | -15.2% |
| 6M | +6.2% | +48.3% | -42.1% | -6.3% |
| YTD | -19.2% | -1.6% | -17.6% | -21.8% |
| 1Y | -11.5% | -13.6% | +2.1% | -11.1% |
| 3Y | +92.8% | +20.2% | +72.6% | +62.2% |
| All | +97.9% | +87.3% | +10.6% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling