+252.4%
COF vs MTSI
+529.6%
-277.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.7% | -3.1% |
| 7D | +1.2% | +4.9% | -3.6% | +0.1% |
| 30D | -1.4% | -11.6% | +10.2% | +1.0% |
| 3M | +19.0% | -24.1% | +43.1% | +24.8% |
| 6M | +14.9% | +32.4% | -17.5% | +3.6% |
| YTD | -10.7% | +60.4% | -71.1% | -24.1% |
| 1Y | -1.3% | +111.0% | -112.3% | -22.6% |
| 3Y | +124.3% | +246.1% | -121.8% | +51.2% |
| 5Y | +51.1% | +340.3% | -289.2% | -5.7% |
| 10Y | +252.4% | +539.5% | -287.2% | +63.5% |
| All | +252.4% | +529.6% | -277.2% | +63.5% |
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