+503.0%
MA vs COF
+248.6%
+254.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -1.7% | -5.1% | +3.4% | +0.4% |
| 30D | +1.7% | -6.0% | +7.7% | +4.2% |
| 3M | +17.2% | +14.8% | +2.4% | +10.4% |
| 6M | +13.3% | +15.3% | -2.0% | +6.3% |
| YTD | +0.2% | -13.0% | +13.2% | +4.7% |
| 1Y | -2.7% | -5.7% | +3.0% | -2.0% |
| 3Y | +39.1% | +118.1% | -79.1% | -5.6% |
| 5Y | +68.8% | +46.2% | +22.5% | +31.9% |
| All | +503.0% | +248.6% | +254.4% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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