+52.8%
COF vs MTSI
+320.9%
-268.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.3% |
| 7D | +1.8% | +1.4% | +0.4% | +1.4% |
| 30D | -0.6% | +2.1% | -2.6% | -2.1% |
| 3M | +20.3% | -29.7% | +50.0% | +30.0% |
| 6M | +13.0% | +12.5% | +0.5% | +3.4% |
| YTD | -8.3% | +57.0% | -65.4% | -26.2% |
| 1Y | -1.5% | +103.9% | -105.4% | -29.1% |
| 3Y | +122.3% | +223.6% | -101.3% | +25.7% |
| All | +52.8% | +320.9% | -268.1% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling