+32.4%
COP vs MSTU
-86.5%
+118.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.6% | +9.2% | +0.8% |
| 7D | -0.8% | +16.1% | -17.0% | -1.3% |
| 30D | +15.6% | +68.7% | -53.1% | +13.8% |
| 3M | +14.3% | -11.0% | +25.3% | +14.0% |
| 6M | +17.0% | -33.4% | +50.4% | +16.4% |
| YTD | +47.4% | -59.5% | +106.9% | +47.6% |
| 1Y | +52.4% | -93.4% | +145.8% | +62.3% |
| All | +32.4% | -86.5% | +118.9% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling