+1,907.4%
MSI vs COPX
+186.2%
+1,721.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -3.7% | -4.0% | +0.3% | -2.8% |
| 30D | +6.8% | +4.5% | +2.3% | +5.5% |
| 3M | +14.3% | +0.8% | +13.5% | +13.0% |
| 6M | -1.6% | +3.2% | -4.8% | -4.1% |
| YTD | +22.8% | +26.7% | -3.9% | +12.6% |
| 1Y | -1.1% | +85.7% | -86.8% | -18.3% |
| 3Y | +70.5% | +151.2% | -80.7% | +25.8% |
| 5Y | +102.8% | +170.0% | -67.2% | +42.5% |
| 10Y | +597.4% | +572.9% | +24.5% | +252.8% |
| All | +1,907.4% | +186.2% | +1,721.1% | +1,109.4% |
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