+210.3%
MAS vs COPX
+343.9%
-133.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.0% |
| 7D | +2.4% | -1.0% | +3.3% | +2.7% |
| 30D | +19.8% | -14.8% | +34.6% | +25.7% |
| 3M | +9.8% | -17.2% | +27.1% | +15.8% |
| 6M | +15.8% | -14.5% | +30.2% | +19.4% |
| YTD | +31.8% | -0.4% | +32.2% | +27.0% |
| 1Y | +35.4% | +21.9% | +13.5% | +21.3% |
| 3Y | +59.2% | +123.7% | -64.5% | +10.4% |
| 5Y | +41.2% | +121.8% | -80.6% | -4.9% |
| All | +210.3% | +343.9% | -133.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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