-5.1%
COF vs MSI
+28.6%
-33.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.3% |
| 7D | +0.7% | +2.8% | -2.1% | +0.4% |
| 30D | +5.7% | +9.1% | -3.4% | +4.9% |
| 3M | -6.7% | +12.5% | -19.2% | -7.7% |
| 6M | +9.5% | +14.2% | -4.7% | +8.3% |
| YTD | -13.9% | +30.7% | -44.6% | -16.4% |
| 1Y | -5.1% | +27.5% | -32.6% | -1.1% |
| All | -5.1% | +28.6% | -33.6% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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