+13.9%
MS vs COPX
+16.7%
-2.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.2% |
| 7D | +3.7% | +1.1% | +2.6% | +3.3% |
| 30D | +2.0% | -15.9% | +17.8% | +6.9% |
| 3M | -12.6% | -19.6% | +7.0% | -7.4% |
| 6M | -0.3% | -21.5% | +21.2% | +5.0% |
| YTD | +9.0% | -0.8% | +9.7% | +2.0% |
| 1Y | +13.9% | +15.2% | -1.3% | -2.4% |
| All | +13.9% | +16.7% | -2.8% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling