+32.4%
COP vs MSTZ
-99.2%
+131.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.2% | -7.6% | +0.7% |
| 7D | -0.8% | -25.4% | +24.5% | -1.3% |
| 30D | +15.6% | -60.9% | +76.5% | +13.8% |
| 3M | +14.3% | -54.2% | +68.5% | +13.8% |
| 6M | +17.0% | -65.0% | +82.0% | +15.8% |
| YTD | +47.4% | -76.5% | +123.9% | +46.5% |
| 1Y | +52.4% | -23.4% | +75.8% | +59.8% |
| All | +32.4% | -99.2% | +131.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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