+26.9%
MKSI vs COPX
+22.8%
+4.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.8% | -3.5% | -5.3% |
| 7D | -18.2% | -7.5% | -10.7% | -13.7% |
| 30D | -37.2% | -18.6% | -18.6% | -27.7% |
| 3M | -43.5% | -19.0% | -24.5% | -35.0% |
| 6M | -38.4% | -9.9% | -28.5% | -34.2% |
| YTD | +10.9% | -1.8% | +12.8% | +5.4% |
| 1Y | +26.9% | +21.6% | +5.3% | -2.8% |
| All | +26.9% | +22.8% | +4.1% | -2.8% |
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 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