+55.2%
COF vs MSTU
-85.2%
+140.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.2% |
| 7D | +1.8% | +21.3% | -19.5% | 0.0% |
| 30D | -0.6% | +90.8% | -91.4% | -6.3% |
| 3M | +20.3% | -6.8% | +27.1% | +17.9% |
| 6M | +13.0% | -39.8% | +52.8% | +12.7% |
| YTD | -8.3% | -55.7% | +47.4% | -8.7% |
| 1Y | -1.5% | -92.7% | +91.2% | +11.9% |
| All | +55.2% | -85.2% | +140.4% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling