+521.4%
MAS vs COPX
+186.2%
+335.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -0.8% | -4.0% | +3.2% | +0.8% |
| 30D | -5.6% | +4.5% | -10.1% | -7.4% |
| 3M | +4.4% | +0.8% | +3.6% | +2.8% |
| 6M | +7.2% | +3.2% | +4.0% | +3.7% |
| YTD | +16.1% | +26.7% | -10.6% | +1.9% |
| 1Y | +0.1% | +85.7% | -85.6% | -25.6% |
| 3Y | +28.3% | +151.2% | -122.9% | -19.2% |
| 5Y | +30.5% | +170.0% | -139.5% | -23.8% |
| 10Y | +139.1% | +572.9% | -433.8% | -19.9% |
| All | +521.4% | +186.2% | +335.2% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling