+94.7%
COF vs MTSI
+203.6%
-108.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.3% | +1.6% |
| 7D | -3.4% | +10.0% | -13.4% | -5.0% |
| 30D | +0.4% | -20.3% | +20.7% | +3.3% |
| 3M | -12.5% | -24.4% | +11.9% | -9.9% |
| 6M | +8.3% | -39.2% | +47.5% | +15.2% |
| YTD | -18.6% | +35.5% | -54.1% | -31.0% |
| 1Y | -8.6% | +43.0% | -51.7% | -24.1% |
| 3Y | +94.7% | +196.3% | -101.6% | +22.7% |
| All | +94.7% | +203.6% | -108.9% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling