-5.1%
COF vs MSTZ
-63.1%
+58.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.6% | +8.4% | -1.6% |
| 7D | +0.7% | +0.7% | 0.0% | +0.8% |
| 30D | +5.7% | +16.6% | -10.9% | +6.9% |
| 3M | -6.7% | -74.7% | +68.0% | -11.0% |
| 6M | +9.5% | -43.9% | +53.4% | +12.2% |
| YTD | -13.9% | -84.0% | +70.1% | -16.6% |
| 1Y | -5.1% | -65.1% | +60.0% | -4.2% |
| All | -5.1% | -63.1% | +58.0% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling