+33.6%
COP vs MSTU
-89.5%
+123.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | -11.5% | -4.3% | -7.3% | -11.5% |
| 30D | +5.0% | -34.6% | +39.5% | +5.4% |
| 3M | +17.5% | +39.0% | -21.6% | +15.4% |
| 6M | +16.2% | -70.5% | +86.7% | +18.3% |
| YTD | +48.8% | -68.6% | +117.4% | +48.9% |
| 1Y | +64.1% | -88.6% | +152.7% | +70.0% |
| All | +33.6% | -89.5% | +123.1% | +40.8% |
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 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