+88.5%
MA vs COF
+35.3%
+53.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.1% |
| 7D | +1.3% | -3.4% | +4.7% | +2.5% |
| 30D | +9.6% | +0.4% | +9.2% | +9.4% |
| 3M | +16.8% | -12.5% | +29.3% | +22.1% |
| 6M | +35.2% | +8.3% | +26.9% | +30.9% |
| YTD | +16.6% | -18.6% | +35.1% | +23.8% |
| 1Y | +19.8% | -8.6% | +28.4% | +22.1% |
| 3Y | +70.7% | +94.7% | -24.0% | +27.4% |
| All | +88.5% | +35.3% | +53.2% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling