+51.2%
COF vs MSTZ
-99.2%
+150.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.2% | -10.8% | -2.0% |
| 7D | +1.2% | -25.4% | +26.6% | -0.2% |
| 30D | -1.4% | -60.9% | +59.5% | -6.4% |
| 3M | +19.0% | -54.2% | +73.2% | +16.4% |
| 6M | +14.9% | -65.0% | +79.9% | +12.0% |
| YTD | -10.7% | -76.5% | +65.8% | -12.3% |
| 1Y | -1.3% | -23.4% | +22.1% | +9.1% |
| All | +51.2% | -99.2% | +150.4% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling