-3.5%
MSFU vs COPX
+31.7%
-35.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.0% | +9.5% | +12.8% |
| 7D | +8.2% | -3.0% | +11.1% | +8.6% |
| 30D | +10.2% | -13.6% | +23.8% | +12.5% |
| 3M | +22.9% | -11.2% | +34.1% | +24.6% |
| 6M | +63.2% | -2.4% | +65.6% | +62.7% |
| YTD | +11.7% | +4.2% | +7.5% | +7.9% |
| 1Y | -3.5% | +32.2% | -35.7% | -12.2% |
| All | -3.5% | +31.7% | -35.2% | -12.2% |
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 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