-44.9%
MOS vs COPX
+125.0%
-169.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.7% |
| 7D | +21.6% | -1.0% | +22.6% | +22.3% |
| 30D | +12.0% | -14.8% | +26.7% | +22.2% |
| 3M | -3.9% | -17.2% | +13.4% | +6.3% |
| 6M | -3.3% | -14.5% | +11.1% | +2.8% |
| YTD | -4.6% | -0.4% | -4.2% | -10.3% |
| 1Y | -7.0% | +21.9% | -28.8% | -23.0% |
| 3Y | -24.4% | +123.7% | -148.2% | -59.4% |
| 5Y | -32.1% | +121.8% | -153.9% | -64.3% |
| 10Y | +10.3% | +397.9% | -387.6% | -65.8% |
| All | -44.9% | +125.0% | -169.8% | -77.2% |
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