+1,311.0%
MSTR vs COPX
+131.8%
+1,179.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | -14.2% | -1.5% | -12.6% | -13.5% |
| 30D | -19.9% | -14.0% | -5.9% | -12.9% |
| 3M | +27.3% | -17.1% | +44.5% | +41.6% |
| 6M | -37.6% | -15.9% | -21.7% | -31.7% |
| YTD | -19.5% | +2.6% | -22.1% | -22.2% |
| 1Y | -47.1% | +21.6% | -68.7% | -53.7% |
| 3Y | +140.3% | +142.7% | -2.4% | +47.0% |
| 5Y | +49.5% | +122.2% | -72.7% | -0.8% |
| 10Y | +521.9% | +338.8% | +183.1% | +192.8% |
| All | +1,311.0% | +131.8% | +1,179.2% | +768.4% |
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