+136.5%
COPX vs MSTZ
-99.2%
+235.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.5% | +1.4% |
| 7D | +6.0% | -23.6% | +29.5% | +4.3% |
| 30D | +6.4% | -60.7% | +67.2% | +0.4% |
| 3M | +19.3% | -58.3% | +77.5% | +15.5% |
| 6M | +16.2% | -60.0% | +76.3% | +14.7% |
| YTD | +33.2% | -75.2% | +108.4% | +31.3% |
| 1Y | +90.2% | -19.9% | +110.1% | +107.2% |
| All | +136.5% | -99.2% | +235.7% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling