+601.1%
MSI vs COPX
+583.8%
+17.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.4% | -2.3% | +1.9% | 0.0% |
| 30D | -0.8% | +0.3% | -1.0% | -1.1% |
| 3M | +13.9% | +6.8% | +7.1% | +11.4% |
| 6M | +1.3% | +7.9% | -6.6% | -2.4% |
| YTD | +22.3% | +23.7% | -1.4% | +12.6% |
| 1Y | -3.9% | +71.5% | -75.4% | -19.3% |
| 3Y | +69.9% | +149.1% | -79.2% | +23.9% |
| 5Y | +103.8% | +167.3% | -63.5% | +40.3% |
| All | +601.1% | +583.8% | +17.3% | +222.7% |
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 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