For some reason I had also gotten the impression that Copilot was powered by OpenAI in some way. Perhaps the Microsoft OpenAI partnership gave me that impression.
I also wasn't aware that there where an OpenAI/Microsoft rivalry, I had the impression that Microsoft put a lot of money into OpenAI and that ChatGPT ran on Azure, or was at least available as an offering via Azure.
Copilot is powered by a Microsoft-hosted version of OpenAI's models. If you ask it, it says "I'm based on GPT-4, a large language model developed by OpenAI. Specifically, you're chatting with Microsoft Copilot, which integrates GPT-4 with additional tools and capabilities like web browsing, image understanding, and code execution to help with a wide range of tasks."
I also wasn't aware that there where an OpenAI/Microsoft rivalry, I had the impression that Microsoft put a lot of money into OpenAI and that ChatGPT ran on Azure, or was at least available as an offering via Azure.