-88.0%
MSTU vs COPX
+120.0%
-208.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | -16.6% | -2.3% | -14.2% | -14.8% |
| 30D | +69.7% | +0.3% | +69.4% | +72.4% |
| 3M | -7.5% | +6.8% | -14.3% | -11.6% |
| 6M | -43.1% | +7.9% | -51.1% | -47.8% |
| YTD | -63.0% | +23.7% | -86.8% | -74.0% |
| 1Y | -93.8% | +71.5% | -165.3% | -97.6% |
| All | -88.0% | +120.0% | -208.0% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling