+32.2%
COPX vs MSTZ
-63.1%
+95.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.6% | +13.5% | +3.0% |
| 7D | -3.0% | +0.7% | -3.7% | -2.6% |
| 30D | -13.6% | +16.6% | -30.2% | -11.4% |
| 3M | -11.2% | -74.7% | +63.4% | -19.0% |
| 6M | -2.4% | -43.9% | +41.5% | -1.3% |
| YTD | +4.2% | -84.0% | +88.2% | -1.2% |
| 1Y | +32.2% | -65.1% | +97.3% | +32.3% |
| All | +32.2% | -63.1% | +95.2% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling