-36.8%
MOS vs COPX
+186.2%
-223.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.8% |
| 7D | +9.5% | -4.0% | +13.5% | +12.0% |
| 30D | +10.4% | +4.5% | +5.9% | +7.4% |
| 3M | +12.9% | +0.8% | +12.1% | +10.7% |
| 6M | +1.2% | +3.2% | -1.9% | -4.0% |
| YTD | +9.3% | +26.7% | -17.4% | -9.9% |
| 1Y | -18.0% | +85.7% | -103.7% | -47.0% |
| 3Y | -29.0% | +151.2% | -180.2% | -63.9% |
| 5Y | -9.6% | +170.0% | -179.6% | -57.2% |
| 10Y | +6.1% | +572.9% | -566.9% | -72.2% |
| All | -36.8% | +186.2% | -223.0% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling