+11.2%
COP vs MAS
+24.1%
-12.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.6% | -10.8% | -2.8% |
| 7D | -8.1% | +14.2% | -22.3% | -2.8% |
| 30D | +6.7% | +26.8% | -20.2% | +18.0% |
| 3M | +16.9% | +13.1% | +3.8% | +22.9% |
| 6M | +11.2% | +27.9% | -16.7% | +27.7% |
| All | +11.2% | +24.1% | -12.9% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 6mo: compounded portfolio wealth divided by compounded MAS 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…
6mo analysis · Full analysis span regression · 6 months rolling