+134.3%
COPX vs MSTZ
-99.2%
+233.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.2% | -4.1% | +4.8% |
| 7D | +5.8% | -25.4% | +31.1% | +3.9% |
| 30D | +7.2% | -60.9% | +68.1% | +1.1% |
| 3M | +16.5% | -54.2% | +70.7% | +13.6% |
| 6M | +18.4% | -65.0% | +83.4% | +15.8% |
| YTD | +31.9% | -76.5% | +108.4% | +29.5% |
| 1Y | +88.5% | -23.4% | +111.9% | +104.5% |
| All | +134.3% | -99.2% | +233.5% | +107.5% |
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