+1,546.9%
MSTR vs COPX
+186.2%
+1,360.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.0% |
| 7D | +12.2% | -4.0% | +16.1% | +14.9% |
| 30D | +45.2% | +4.5% | +40.6% | +42.4% |
| 3M | +10.4% | +0.8% | +9.6% | +10.5% |
| 6M | -2.5% | +3.2% | -5.7% | -4.8% |
| YTD | -6.0% | +26.7% | -32.7% | -18.9% |
| 1Y | -56.4% | +85.7% | -142.1% | -69.8% |
| 3Y | +306.3% | +151.2% | +155.1% | +141.9% |
| 5Y | +100.5% | +170.0% | -69.5% | +19.5% |
| 10Y | +741.1% | +572.9% | +168.2% | +221.5% |
| All | +1,546.9% | +186.2% | +1,360.6% | +804.7% |
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