-30.3%
MOS vs COPX
+128.6%
-158.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.7% |
| 7D | -2.0% | -2.8% | +0.9% | -1.0% |
| 30D | +15.3% | -14.3% | +29.6% | +22.0% |
| 3M | +1.5% | -19.0% | +20.5% | +9.3% |
| 6M | -2.0% | -24.4% | +22.4% | +7.3% |
| YTD | -6.5% | -3.2% | -3.3% | -9.3% |
| 1Y | -11.1% | +15.2% | -26.2% | -20.1% |
| 3Y | -30.3% | +127.6% | -157.9% | -60.9% |
| All | -30.3% | +128.6% | -158.8% | -60.9% |
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