+113.8%
MSTR vs COPX
+186.1%
-72.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.1% | -8.5% | -7.9% |
| 7D | +9.3% | +5.8% | +3.6% | +4.1% |
| 30D | +36.5% | +7.2% | +29.3% | +29.2% |
| 3M | +7.3% | +16.5% | -9.2% | -5.5% |
| 6M | +2.2% | +18.4% | -16.2% | -14.0% |
| YTD | -10.2% | +31.9% | -42.1% | -33.8% |
| 1Y | -58.6% | +88.5% | -147.1% | -78.8% |
| 3Y | +283.2% | +173.1% | +110.1% | +30.6% |
| 5Y | +113.8% | +193.1% | -79.3% | -27.6% |
| All | +113.8% | +186.1% | -72.3% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling