+0.6%
MOS vs COPX
+322.8%
-322.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | +5.5% | -1.5% | +7.0% | +6.0% |
| 30D | +21.0% | -14.0% | +34.9% | +31.9% |
| 3M | -0.5% | -17.1% | +16.7% | +10.3% |
| 6M | +6.6% | -15.9% | +22.5% | +14.8% |
| YTD | -2.8% | +2.6% | -5.4% | -11.2% |
| 1Y | -8.1% | +21.6% | -29.7% | -25.4% |
| 3Y | -25.6% | +142.7% | -168.3% | -65.1% |
| 5Y | -29.8% | +122.2% | -152.0% | -66.3% |
| 10Y | +0.6% | +338.8% | -338.2% | -72.2% |
| All | +0.6% | +322.8% | -322.2% | -72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling