+24.9%
COP vs MTSI
+153.8%
-128.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -18.4% | +17.3% | -0.5% |
| 7D | -9.7% | -24.6% | +14.9% | -9.0% |
| 30D | +4.7% | -45.7% | +50.4% | +6.5% |
| 3M | +18.5% | -27.7% | +46.3% | +19.0% |
| 6M | +11.4% | -37.3% | +48.7% | +11.5% |
| YTD | +47.9% | +11.1% | +36.8% | +37.3% |
| 1Y | +59.3% | +27.2% | +32.2% | +44.1% |
| All | +24.9% | +153.8% | -128.9% | -5.1% |
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