+616.5%
MAS vs COPX
+121.7%
+494.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.8% | +2.4% | -1.2% |
| 7D | +4.6% | -7.5% | +12.0% | +7.7% |
| 30D | +19.9% | -18.6% | +38.5% | +29.2% |
| 3M | +8.9% | -19.0% | +27.9% | +17.0% |
| 6M | +20.2% | -9.9% | +30.1% | +21.9% |
| YTD | +33.9% | -1.8% | +35.7% | +28.8% |
| 1Y | +34.7% | +21.6% | +13.0% | +18.3% |
| 3Y | +60.4% | +118.9% | -58.5% | +5.3% |
| 5Y | +43.5% | +118.7% | -75.2% | -9.6% |
| 10Y | +226.7% | +390.8% | -164.1% | +24.0% |
| All | +616.5% | +121.7% | +494.8% | +312.6% |
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