+5,156.8%
COF vs MSI
+1,001.9%
+4,154.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -5.0% | +2.6% | -7.6% | -6.0% |
| 30D | -2.3% | +18.1% | -20.4% | -8.7% |
| 3M | -12.7% | +13.2% | -25.9% | -17.1% |
| 6M | +6.2% | +36.3% | -30.1% | -6.9% |
| YTD | -19.2% | +39.5% | -58.7% | -30.5% |
| 1Y | -11.5% | +36.9% | -48.4% | -23.3% |
| 3Y | +92.8% | +76.1% | +16.7% | +48.8% |
| 5Y | +34.3% | +123.7% | -89.4% | -6.4% |
| 10Y | +183.0% | +664.3% | -481.3% | +21.6% |
| All | +5,156.8% | +1,001.9% | +4,154.9% | +1,190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling