+145.1%
MS vs COPX
+171.2%
-26.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.4% | -4.0% | +5.4% | +2.8% |
| 30D | -0.3% | +4.5% | -4.8% | -1.9% |
| 3M | +0.3% | +0.8% | -0.5% | -0.8% |
| 6M | +31.3% | +3.2% | +28.2% | +27.7% |
| YTD | +24.7% | +26.7% | -2.1% | +10.8% |
| 1Y | +47.9% | +85.7% | -37.8% | +13.0% |
| 3Y | +178.3% | +151.2% | +27.2% | +80.8% |
| All | +145.1% | +171.2% | -26.2% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling