+47.2%
COF vs MSTU
-87.7%
+134.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.3% |
| 7D | -5.1% | -16.6% | +11.4% | -3.9% |
| 30D | -6.0% | +69.7% | -75.7% | -10.7% |
| 3M | +14.8% | -7.5% | +22.3% | +12.8% |
| 6M | +15.3% | -43.1% | +58.5% | +15.4% |
| YTD | -13.0% | -63.0% | +50.0% | -12.3% |
| 1Y | -5.7% | -93.8% | +88.1% | +8.3% |
| All | +47.2% | -87.7% | +134.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling