-5.1%
COF vs MTSI
+59.5%
-64.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | +0.7% | -10.7% | +11.3% | +1.0% |
| 30D | +5.7% | -29.0% | +34.7% | +6.5% |
| 3M | -6.7% | -14.7% | +8.0% | -6.6% |
| 6M | +9.5% | -20.1% | +29.6% | +9.1% |
| YTD | -13.9% | +36.1% | -50.0% | -12.4% |
| 1Y | -5.1% | +61.7% | -66.8% | -4.9% |
| All | -5.1% | +59.5% | -64.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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