+2.8%
MOS vs COPX
+368.8%
-366.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | -1.6% |
| 7D | +19.7% | +3.3% | +16.3% | +17.2% |
| 30D | +21.5% | -12.2% | +33.7% | +31.0% |
| 3M | -0.4% | -14.5% | +14.1% | +8.4% |
| 6M | +4.5% | -12.2% | +16.7% | +9.7% |
| YTD | -2.9% | +5.2% | -8.1% | -12.6% |
| 1Y | -7.7% | +27.0% | -34.7% | -27.1% |
| 3Y | -25.6% | +149.1% | -174.8% | -65.7% |
| 5Y | -31.2% | +132.1% | -163.3% | -68.0% |
| 10Y | +2.8% | +365.9% | -363.1% | -73.6% |
| All | +2.8% | +368.8% | -366.0% | -73.6% |
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 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