+215.9%
MAS vs COPX
+384.5%
-168.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.4% |
| 7D | +2.0% | -1.0% | +2.9% | +2.3% |
| 30D | +19.4% | -14.8% | +34.1% | +25.2% |
| 3M | +9.4% | -17.2% | +26.7% | +15.4% |
| 6M | +15.3% | -14.5% | +29.8% | +18.9% |
| YTD | +31.3% | -0.4% | +31.7% | +26.5% |
| 1Y | +34.9% | +21.9% | +13.0% | +20.9% |
| 3Y | +58.6% | +123.7% | -65.1% | +10.0% |
| 5Y | +40.7% | +121.8% | -81.1% | -5.2% |
| All | +215.9% | +384.5% | -168.7% | +34.8% |
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