+13,824.1%
MA vs COF
+267.5%
+13,556.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.7% | +1.8% | -4.5% | -3.4% |
| 30D | +1.5% | -0.6% | +2.1% | +1.7% |
| 3M | +20.4% | +20.3% | +0.1% | +12.2% |
| 6M | +11.1% | +13.0% | -1.9% | +5.7% |
| YTD | +2.0% | -8.3% | +10.3% | +4.1% |
| 1Y | -2.2% | -1.5% | -0.7% | -3.0% |
| 3Y | +41.9% | +122.3% | -80.4% | +0.7% |
| 5Y | +75.4% | +52.5% | +22.9% | +39.2% |
| 10Y | +527.5% | +264.9% | +262.7% | +236.6% |
| All | +13,824.1% | +267.5% | +13,556.6% | +6,062.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling