+5,211.0%
MS vs COF
+5,862.7%
-651.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.4% | +1.8% | -0.4% | +0.3% |
| 30D | -0.3% | -0.6% | +0.3% | 0.0% |
| 3M | +0.3% | +20.3% | -20.0% | -10.3% |
| 6M | +31.3% | +13.0% | +18.3% | +21.6% |
| YTD | +24.7% | -8.3% | +33.0% | +29.5% |
| 1Y | +47.9% | -1.5% | +49.4% | +46.7% |
| 3Y | +178.3% | +122.3% | +56.1% | +68.6% |
| 5Y | +144.9% | +52.5% | +92.4% | +76.6% |
| 10Y | +804.5% | +264.9% | +539.7% | +274.9% |
| All | +5,211.0% | +5,862.7% | -651.7% | +434.4% |
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 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