+20.0%
COP vs MTSI
+224.7%
-204.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.5% | -1.2% |
| 7D | +3.0% | +1.4% | +1.6% | +2.9% |
| 30D | +17.5% | +2.1% | +15.4% | +17.1% |
| 3M | +13.4% | -29.7% | +43.1% | +15.2% |
| 6M | +17.7% | +12.5% | +5.2% | +13.8% |
| YTD | +46.6% | +57.0% | -10.4% | +35.0% |
| 1Y | +44.6% | +103.9% | -59.3% | +26.6% |
| All | +20.0% | +224.7% | -204.7% | -7.6% |
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