+659.5%
MSTR vs COPX
+583.8%
+75.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -8.3% | -2.3% | -5.9% | -7.2% |
| 30D | +38.1% | +0.3% | +37.8% | +38.2% |
| 3M | +9.0% | +6.8% | +2.2% | +4.9% |
| 6M | -5.3% | +7.9% | -13.3% | -11.1% |
| YTD | -13.8% | +23.7% | -37.5% | -26.9% |
| 1Y | -59.8% | +71.5% | -131.4% | -72.7% |
| 3Y | +282.2% | +149.1% | +133.1% | +105.8% |
| 5Y | +112.8% | +167.3% | -54.6% | +14.0% |
| All | +659.5% | +583.8% | +75.7% | +202.9% |
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