-23.3%
MOS vs COPX
+158.0%
-181.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.7% |
| 7D | +9.5% | -4.0% | +13.5% | +11.1% |
| 30D | +10.4% | +4.5% | +5.9% | +8.5% |
| 3M | +12.9% | +0.8% | +12.1% | +11.7% |
| 6M | +1.2% | +3.2% | -1.9% | -1.9% |
| YTD | +9.3% | +26.7% | -17.4% | -3.8% |
| 1Y | -18.0% | +85.7% | -103.7% | -39.1% |
| All | -23.3% | +158.0% | -181.2% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling