-92.7%
MSTU vs COPX
+84.7%
-177.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.5% | -2.4% |
| 7D | +21.3% | -4.0% | +25.3% | +27.7% |
| 30D | +90.8% | +4.5% | +86.3% | +86.7% |
| 3M | -6.8% | +0.8% | -7.6% | -3.9% |
| 6M | -39.8% | +3.2% | -43.0% | -39.9% |
| YTD | -55.7% | +26.7% | -82.4% | -64.8% |
| 1Y | -92.7% | +85.7% | -178.3% | -95.6% |
| All | -92.7% | +84.7% | -177.4% | -95.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling