+213.2%
COF vs MTSI
+461.7%
-248.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.8% | -3.3% |
| 7D | -1.5% | -10.0% | +8.5% | +0.1% |
| 30D | +3.0% | -37.2% | +40.2% | +12.7% |
| 3M | -7.9% | -30.1% | +22.1% | -2.7% |
| 6M | +5.2% | -31.9% | +37.1% | +9.4% |
| YTD | -15.7% | +23.2% | -38.9% | -25.6% |
| 1Y | -5.5% | +26.4% | -31.9% | -17.3% |
| 3Y | +100.5% | +186.2% | -85.6% | +38.1% |
| 5Y | +42.3% | +187.0% | -144.7% | -4.3% |
| All | +213.2% | +461.7% | -248.5% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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