+48.0%
COF vs MSI
+98.7%
-50.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | -2.7% | -4.0% | +1.3% | -1.0% |
| 30D | -3.4% | -0.5% | -2.9% | -3.3% |
| 3M | +15.4% | +11.4% | +4.0% | +9.7% |
| 6M | +14.4% | +1.0% | +13.4% | +13.1% |
| YTD | -12.0% | +20.7% | -32.6% | -20.7% |
| 1Y | -3.7% | -2.7% | -1.1% | -3.6% |
| 3Y | +121.1% | +68.2% | +52.9% | +58.8% |
| All | +48.0% | +98.7% | -50.7% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling