-60.6%
MSTR vs COPX
+76.0%
-136.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.0% | +3.9% | +0.8% |
| 7D | -11.2% | -2.9% | -8.3% | -10.0% |
| 30D | +33.8% | 0.0% | +33.8% | +34.1% |
| 3M | +11.5% | +14.8% | -3.3% | +4.4% |
| 6M | -7.2% | +7.0% | -14.2% | -11.2% |
| YTD | -15.4% | +23.8% | -39.2% | -26.4% |
| 1Y | -60.6% | +75.7% | -136.3% | -70.1% |
| All | -60.6% | +76.0% | -136.7% | -70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling