+24.9%
COP vs MKSI
+184.9%
-160.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | +1.0% | +4.9% | -3.9% | +0.6% |
| 30D | +9.6% | -11.0% | +20.5% | +10.4% |
| 3M | +15.0% | -17.1% | +32.1% | +15.2% |
| 6M | +21.8% | +16.4% | +5.3% | +16.3% |
| YTD | +49.6% | +64.3% | -14.7% | +34.6% |
| 1Y | +49.9% | +137.7% | -87.9% | +25.3% |
| All | +24.9% | +184.9% | -160.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling