+131.4%
MKSI vs COPX
+73.7%
+57.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | -2.3% | +5.0% | +4.0% |
| 30D | -12.8% | +0.3% | -13.1% | -13.4% |
| 3M | -22.5% | +6.8% | -29.3% | -26.5% |
| 6M | +19.4% | +7.9% | +11.4% | +11.1% |
| YTD | +67.7% | +23.7% | +44.0% | +37.0% |
| 1Y | +131.4% | +71.5% | +59.9% | +74.7% |
| All | +131.4% | +73.7% | +57.7% | +74.7% |
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