+325.0%
COP vs MTSI
+539.0%
-214.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.6% | +0.2% |
| 7D | +0.7% | +7.2% | -6.5% | -0.8% |
| 30D | +0.2% | -18.4% | +18.7% | +2.3% |
| 3M | +10.2% | -16.7% | +26.9% | +11.2% |
| 6M | +20.1% | -31.7% | +51.8% | +23.3% |
| YTD | +50.5% | +45.9% | +4.6% | +33.3% |
| 1Y | +56.8% | +47.0% | +9.8% | +38.4% |
| 3Y | +30.3% | +224.1% | -193.8% | -4.4% |
| 5Y | +126.8% | +238.5% | -111.7% | +60.8% |
| 10Y | +325.0% | +512.7% | -187.7% | +130.0% |
| All | +325.0% | +539.0% | -214.1% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling