+803.2%
MS vs COPX
+606.7%
+196.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.9% |
| 7D | +1.7% | +6.0% | -4.3% | -1.1% |
| 30D | 0.0% | +6.4% | -6.4% | -3.2% |
| 3M | +3.0% | +19.3% | -16.3% | -6.2% |
| 6M | +35.7% | +16.2% | +19.4% | +23.0% |
| YTD | +23.3% | +33.2% | -9.9% | +2.5% |
| 1Y | +44.7% | +90.2% | -45.5% | -0.5% |
| 3Y | +178.0% | +175.7% | +2.3% | +49.3% |
| 5Y | +143.2% | +193.1% | -49.9% | +19.2% |
| 10Y | +803.2% | +619.4% | +183.8% | +121.7% |
| All | +803.2% | +606.7% | +196.5% | +121.7% |
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