+4,353.0%
MS vs COF
+5,381.3%
-1,028.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | 0.0% |
| 7D | -1.6% | -1.5% | -0.1% | -0.7% |
| 30D | -3.8% | +3.0% | -6.8% | -5.5% |
| 3M | -14.6% | -7.9% | -6.7% | -10.5% |
| 6M | -5.1% | +5.2% | -10.3% | -8.4% |
| YTD | +4.5% | -15.7% | +20.3% | +14.0% |
| 1Y | +13.5% | -5.5% | +19.0% | +15.7% |
| 3Y | +160.4% | +100.5% | +59.9% | +68.3% |
| 5Y | +112.9% | +42.3% | +70.5% | +60.4% |
| 10Y | +633.4% | +228.7% | +404.7% | +222.6% |
| All | +4,353.0% | +5,381.3% | -1,028.4% | +370.2% |
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