+16.3%
MOS vs COPX
+606.7%
-590.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | +1.7% | +6.0% | -4.3% | -1.9% |
| 30D | +11.7% | +6.4% | +5.2% | +7.3% |
| 3M | +23.2% | +19.3% | +3.9% | +9.3% |
| 6M | -1.6% | +16.2% | -17.9% | -13.5% |
| YTD | +10.8% | +33.2% | -22.3% | -12.7% |
| 1Y | -16.2% | +90.2% | -106.4% | -48.5% |
| 3Y | -24.2% | +175.7% | -199.9% | -66.3% |
| 5Y | -6.6% | +193.1% | -199.8% | -61.9% |
| 10Y | +16.3% | +619.4% | -603.1% | -76.1% |
| All | +16.3% | +606.7% | -590.4% | -76.1% |
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