+71.2%
MSFU vs COPX
+233.2%
-162.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.3% | +2.4% |
| 7D | -6.9% | -2.9% | -4.1% | -6.3% |
| 30D | -5.1% | 0.0% | -5.1% | -5.5% |
| 3M | +44.6% | +14.8% | +29.8% | +37.2% |
| 6M | +32.8% | +7.0% | +25.8% | +27.2% |
| YTD | -10.1% | +23.8% | -33.9% | -20.1% |
| 1Y | -19.4% | +75.7% | -95.1% | -38.3% |
| 3Y | +26.2% | +156.4% | -130.2% | -21.5% |
| All | +71.2% | +233.2% | -162.0% | -10.3% |
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