+76.3%
MSFU vs COPX
+240.9%
-164.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.5% | -4.0% |
| 7D | -5.7% | -4.0% | -1.7% | -4.5% |
| 30D | +4.2% | +4.5% | -0.4% | +2.6% |
| 3M | +27.9% | +0.8% | +27.1% | +26.7% |
| 6M | +37.1% | +3.2% | +33.9% | +33.1% |
| YTD | -7.4% | +26.7% | -34.1% | -18.2% |
| 1Y | -19.6% | +85.7% | -105.3% | -39.7% |
| 3Y | +33.2% | +151.2% | -118.0% | -15.9% |
| All | +76.3% | +240.9% | -164.6% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling