+208.1%
COF vs MTSI
+512.4%
-304.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.0% | -10.6% | -3.6% |
| 7D | -5.8% | +3.5% | -9.3% | -7.2% |
| 30D | -0.3% | -30.3% | +30.0% | +6.4% |
| 3M | -8.5% | -26.0% | +17.5% | -4.6% |
| 6M | +5.6% | -36.1% | +41.7% | +11.9% |
| YTD | -17.1% | +34.3% | -51.4% | -28.3% |
| 1Y | -7.4% | +35.3% | -42.7% | -20.2% |
| 3Y | +99.1% | +217.6% | -118.6% | +33.8% |
| 5Y | +39.5% | +210.1% | -170.6% | -7.9% |
| 10Y | +208.1% | +471.4% | -263.3% | +56.7% |
| All | +208.1% | +512.4% | -304.3% | +56.7% |
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