-19.4%
MSFU vs COPX
+76.0%
-95.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.3% | +1.3% |
| 7D | -6.9% | -2.9% | -4.1% | -6.6% |
| 30D | -5.1% | 0.0% | -5.1% | -5.3% |
| 3M | +44.6% | +14.8% | +29.8% | +41.2% |
| 6M | +32.8% | +7.0% | +25.8% | +29.1% |
| YTD | -10.1% | +23.8% | -33.9% | -16.9% |
| 1Y | -19.4% | +75.7% | -95.1% | -32.7% |
| All | -19.4% | +76.0% | -95.4% | -32.7% |
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