+39.5%
MAS vs COPX
+20.9%
+18.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | -1.8% | -1.5% | -0.3% | -1.5% |
| 30D | +23.6% | -14.0% | +37.5% | +27.1% |
| 3M | +12.4% | -17.1% | +29.6% | +16.4% |
| 6M | +21.9% | -15.9% | +37.8% | +24.7% |
| YTD | +36.1% | +2.6% | +33.5% | +29.4% |
| 1Y | +39.5% | +21.6% | +17.9% | +24.7% |
| All | +39.5% | +20.9% | +18.6% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling