+62.2%
COP vs MSTU
-90.8%
+153.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -12.9% | +14.5% | +1.4% |
| 7D | +3.4% | -23.0% | +26.4% | +2.9% |
| 30D | -0.6% | -47.7% | +47.1% | -1.5% |
| 3M | +10.8% | +12.5% | -1.7% | +10.6% |
| 6M | +19.6% | -76.1% | +95.7% | +20.1% |
| YTD | +52.9% | -75.5% | +128.4% | +55.3% |
| 1Y | +62.2% | -90.1% | +152.3% | +68.8% |
| All | +62.2% | -90.8% | +153.0% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling