+142.3%
MSTR vs COPX
+142.4%
-0.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -14.2% | -1.5% | -12.6% | -13.2% |
| 30D | -19.9% | -14.0% | -5.9% | -10.6% |
| 3M | +27.3% | -17.1% | +44.5% | +46.2% |
| 6M | -37.6% | -15.9% | -21.7% | -30.1% |
| YTD | -19.5% | +2.6% | -22.1% | -25.8% |
| 1Y | -47.1% | +21.6% | -68.7% | -58.2% |
| All | +142.3% | +142.4% | -0.1% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling