-88.4%
MSTU vs COPX
+120.2%
-208.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -7.0% | +0.2% | +2.7% |
| 7D | -22.0% | -2.9% | -19.1% | -19.7% |
| 30D | +60.3% | 0.0% | +60.3% | +63.3% |
| 3M | -3.7% | +14.8% | -18.5% | -16.2% |
| 6M | -45.2% | +7.0% | -52.2% | -49.1% |
| YTD | -64.3% | +23.8% | -88.2% | -75.0% |
| 1Y | -94.0% | +75.7% | -169.7% | -97.8% |
| All | -88.4% | +120.2% | -208.6% | -97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling