-7.0%
COF vs MTSI
+21.8%
-28.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.8% | -1.2% |
| 7D | -1.5% | -10.0% | +8.5% | -1.2% |
| 30D | +3.0% | -37.2% | +40.2% | +4.3% |
| 3M | -7.9% | -30.1% | +22.1% | -7.2% |
| 6M | +5.2% | -31.9% | +37.1% | +5.4% |
| YTD | -15.7% | +23.2% | -38.9% | -14.9% |
| All | -7.0% | +21.8% | -28.7% | -5.7% |
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