+35.1%
COP vs MSTZ
-99.3%
+134.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.6% |
| 7D | +0.7% | +31.0% | -30.4% | +1.1% |
| 30D | +0.2% | +34.0% | -33.7% | +0.8% |
| 3M | +10.2% | -67.7% | +77.9% | +8.3% |
| 6M | +20.1% | -14.9% | +35.0% | +22.3% |
| YTD | +50.5% | -79.1% | +129.6% | +49.5% |
| 1Y | +56.8% | -58.9% | +115.8% | +60.4% |
| All | +35.1% | -99.3% | +134.4% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling