+85.7%
COPX vs MSTZ
-29.5%
+115.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -0.4% |
| 7D | -4.0% | -29.7% | +25.7% | -6.4% |
| 30D | +4.5% | -65.3% | +69.8% | -3.9% |
| 3M | +0.8% | -57.3% | +58.2% | -2.6% |
| 6M | +3.2% | -61.6% | +64.8% | +0.8% |
| YTD | +26.7% | -78.3% | +105.0% | +22.0% |
| 1Y | +85.7% | -30.2% | +115.9% | +102.3% |
| All | +85.7% | -29.5% | +115.1% | +102.3% |
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