+120.8%
COF vs MSI
+68.0%
+52.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | -2.7% | -4.0% | +1.3% | -1.7% |
| 30D | -3.4% | -0.5% | -2.9% | -3.3% |
| 3M | +15.4% | +11.4% | +4.0% | +12.2% |
| 6M | +14.4% | +1.0% | +13.4% | +14.0% |
| YTD | -12.0% | +20.7% | -32.6% | -17.2% |
| 1Y | -3.7% | -2.7% | -1.1% | -2.8% |
| All | +120.8% | +68.0% | +52.8% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling