+32.9%
COP vs MSTU
-90.8%
+123.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +0.9% |
| 7D | -6.1% | -21.7% | +15.6% | -5.8% |
| 30D | +1.1% | -42.8% | +43.9% | +1.8% |
| 3M | +10.9% | +21.4% | -10.5% | +9.2% |
| 6M | +20.8% | -74.1% | +94.9% | +23.2% |
| YTD | +48.0% | -72.4% | +120.4% | +48.4% |
| 1Y | +58.5% | -90.1% | +148.6% | +64.6% |
| All | +32.9% | -90.8% | +123.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling