+23.7%
MSFU vs COPX
+168.3%
-144.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -2.3% | +6.0% | -8.3% | -3.9% |
| 30D | -6.3% | +6.4% | -12.7% | -7.9% |
| 3M | +40.0% | +19.3% | +20.7% | +32.7% |
| 6M | +30.1% | +16.2% | +13.9% | +22.8% |
| YTD | -10.3% | +33.2% | -43.5% | -20.7% |
| 1Y | -19.0% | +90.2% | -109.3% | -37.7% |
| All | +23.7% | +168.3% | -144.6% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling