+144.8%
MS vs COF
+49.3%
+95.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.7% |
| 7D | +2.5% | +1.2% | +1.2% | +1.7% |
| 30D | 0.0% | -1.4% | +1.4% | +0.7% |
| 3M | +2.4% | +19.0% | -16.6% | -7.5% |
| 6M | +36.4% | +14.9% | +21.5% | +25.5% |
| YTD | +23.8% | -10.7% | +34.5% | +30.2% |
| 1Y | +48.6% | -1.3% | +49.9% | +47.2% |
| 3Y | +179.1% | +124.3% | +54.8% | +76.2% |
| 5Y | +144.8% | +51.1% | +93.7% | +75.8% |
| All | +144.8% | +49.3% | +95.5% | +75.8% |
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 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