+915.1%
MSFT vs COPX
+307.7%
+607.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.9% |
| 7D | -1.3% | -2.8% | +1.6% | -0.5% |
| 30D | -1.8% | -14.3% | +12.5% | +2.5% |
| 3M | +5.6% | -19.0% | +24.7% | +11.7% |
| 6M | +29.8% | -24.4% | +54.2% | +38.6% |
| YTD | +9.0% | -3.2% | +12.3% | +5.3% |
| 1Y | +4.9% | +15.2% | -10.2% | -4.5% |
| 3Y | +46.2% | +127.6% | -81.4% | +0.4% |
| 5Y | +62.1% | +106.0% | -43.9% | +12.1% |
| All | +915.1% | +307.7% | +607.4% | +373.6% |
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