+48.6%
MS vs COF
-2.2%
+50.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.6% |
| 7D | +2.5% | +1.2% | +1.2% | +1.8% |
| 30D | 0.0% | -1.4% | +1.4% | +0.6% |
| 3M | +2.4% | +19.0% | -16.6% | -7.0% |
| 6M | +36.4% | +14.9% | +21.5% | +25.9% |
| YTD | +23.8% | -10.7% | +34.5% | +26.9% |
| 1Y | +48.6% | -1.3% | +49.9% | +46.6% |
| All | +48.6% | -2.2% | +50.8% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling