+803.2%
MS vs COF
+248.5%
+554.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.5% |
| 7D | +1.7% | -2.7% | +4.3% | +3.4% |
| 30D | 0.0% | -3.4% | +3.4% | +2.1% |
| 3M | +3.0% | +15.4% | -12.4% | -6.4% |
| 6M | +35.7% | +14.4% | +21.3% | +23.7% |
| YTD | +23.3% | -12.0% | +35.3% | +31.7% |
| 1Y | +44.7% | -3.7% | +48.4% | +45.2% |
| 3Y | +178.0% | +121.1% | +56.9% | +60.3% |
| 5Y | +143.2% | +47.8% | +95.4% | +73.0% |
| 10Y | +803.2% | +250.3% | +552.9% | +216.4% |
| All | +803.2% | +248.5% | +554.7% | +216.4% |
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