+119.8%
COPX vs MSTZ
-99.1%
+218.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.4% |
| 7D | -2.3% | +17.0% | -19.4% | -1.0% |
| 30D | +0.3% | -61.8% | +62.0% | -5.6% |
| 3M | +6.8% | -54.6% | +61.4% | +4.1% |
| 6M | +7.9% | -59.3% | +67.2% | +6.8% |
| YTD | +23.7% | -74.6% | +98.3% | +22.3% |
| 1Y | +71.5% | -18.8% | +90.3% | +87.2% |
| All | +119.8% | -99.1% | +218.9% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling