+34.1%
COP vs MTSI
+203.6%
-169.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +1.7% |
| 7D | +4.4% | +10.0% | -5.6% | +4.1% |
| 30D | 0.0% | -20.3% | +20.3% | +0.4% |
| 3M | +15.0% | -24.4% | +39.5% | +15.6% |
| 6M | +22.0% | -39.2% | +61.2% | +23.8% |
| YTD | +55.3% | +35.5% | +19.9% | +43.3% |
| 1Y | +64.1% | +43.0% | +21.1% | +49.9% |
| 3Y | +34.1% | +196.3% | -162.2% | +2.1% |
| All | +34.1% | +203.6% | -169.5% | +2.1% |
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