+58.9%
MAS vs COPX
+141.3%
-82.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.6% |
| 7D | +3.6% | +1.6% | +2.0% | +3.2% |
| 30D | +23.8% | -15.0% | +38.8% | +28.3% |
| 3M | +14.4% | -18.6% | +33.0% | +19.5% |
| 6M | +19.7% | -14.9% | +34.7% | +22.7% |
| YTD | +36.0% | +1.8% | +34.1% | +31.0% |
| 1Y | +40.4% | +19.7% | +20.7% | +29.4% |
| 3Y | +58.9% | +140.9% | -81.9% | +13.2% |
| All | +58.9% | +141.3% | -82.4% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling