+31.6%
COP vs MSTU
-85.2%
+116.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.0% |
| 7D | +3.0% | +21.3% | -18.3% | +2.5% |
| 30D | +17.5% | +90.8% | -73.3% | +15.4% |
| 3M | +13.4% | -6.8% | +20.1% | +12.9% |
| 6M | +17.7% | -39.8% | +57.6% | +17.7% |
| YTD | +46.6% | -55.7% | +102.3% | +46.5% |
| 1Y | +44.6% | -92.7% | +137.3% | +53.6% |
| All | +31.6% | -85.2% | +116.8% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling