+380.5%
COF vs MTSI
+1,004.6%
-624.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.8% | -3.2% |
| 7D | -1.5% | -10.0% | +8.5% | 0.0% |
| 30D | +3.0% | -37.2% | +40.2% | +12.1% |
| 3M | -7.9% | -30.1% | +22.1% | -3.0% |
| 6M | +5.2% | -31.9% | +37.1% | +9.2% |
| YTD | -15.7% | +23.2% | -38.9% | -24.6% |
| 1Y | -5.5% | +26.4% | -31.9% | -16.2% |
| 3Y | +100.5% | +186.2% | -85.6% | +43.4% |
| 5Y | +42.3% | +187.0% | -144.7% | -0.2% |
| 10Y | +228.7% | +460.4% | -231.6% | +75.7% |
| All | +380.5% | +1,004.6% | -624.1% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling