+184.8%
COP vs MKSI
+84.1%
+100.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | +2.3% | +2.7% | -0.4% | +2.0% |
| 30D | +8.6% | -12.8% | +21.4% | +10.0% |
| 3M | +19.9% | -22.5% | +42.4% | +21.6% |
| 6M | +19.0% | +19.4% | -0.4% | +13.1% |
| YTD | +50.0% | +67.7% | -17.8% | +34.4% |
| 1Y | +50.5% | +131.4% | -80.9% | +26.7% |
| 3Y | +25.2% | +197.3% | -172.1% | -4.3% |
| All | +184.8% | +84.1% | +100.7% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling