+1,187.3%
MSTR vs COPX
+118.6%
+1,068.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.0% |
| 7D | -13.4% | -2.8% | -10.6% | -12.1% |
| 30D | -22.1% | -14.3% | -7.7% | -15.0% |
| 3M | +15.0% | -19.0% | +34.0% | +29.8% |
| 6M | -37.3% | -24.4% | -12.9% | -27.0% |
| YTD | -26.5% | -3.2% | -23.3% | -26.6% |
| 1Y | -46.5% | +15.2% | -61.6% | -51.6% |
| 3Y | +121.1% | +127.6% | -6.6% | +40.2% |
| 5Y | +37.5% | +106.0% | -68.5% | -5.0% |
| 10Y | +467.3% | +313.7% | +153.6% | +176.2% |
| All | +1,187.3% | +118.6% | +1,068.7% | +719.2% |
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