+47.2%
COF vs MSTZ
-99.1%
+146.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.3% | +0.3% |
| 7D | -5.1% | +17.0% | -22.2% | -4.0% |
| 30D | -6.0% | -61.8% | +55.8% | -11.0% |
| 3M | +14.8% | -54.6% | +69.4% | +12.0% |
| 6M | +15.3% | -59.3% | +74.6% | +13.7% |
| YTD | -13.0% | -74.6% | +61.5% | -14.1% |
| 1Y | -5.7% | -18.8% | +13.1% | +4.6% |
| All | +47.2% | -99.1% | +146.4% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling