-87.5%
MSTU vs COPX
+136.8%
-224.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.4% | -6.7% |
| 7D | +12.9% | +6.0% | +6.9% | +3.8% |
| 30D | +68.3% | +6.4% | +61.9% | +57.8% |
| 3M | +0.4% | +19.3% | -18.9% | -17.2% |
| 6M | -41.5% | +16.2% | -57.7% | -51.4% |
| YTD | -61.7% | +33.2% | -94.9% | -75.6% |
| 1Y | -93.7% | +90.2% | -183.9% | -97.9% |
| All | -87.5% | +136.8% | -224.3% | -97.5% |
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