+25.7%
COP vs MTSI
+181.3%
-155.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.2% | +0.3% |
| 7D | -11.5% | -10.0% | -1.5% | -11.3% |
| 30D | +5.0% | -37.2% | +42.1% | +6.2% |
| 3M | +17.5% | -30.1% | +47.5% | +18.4% |
| 6M | +16.2% | -31.9% | +48.1% | +16.2% |
| YTD | +48.8% | +23.2% | +25.6% | +37.6% |
| 1Y | +64.1% | +26.4% | +37.7% | +50.8% |
| 3Y | +25.7% | +186.2% | -160.5% | -4.9% |
| All | +25.7% | +181.3% | -155.6% | -4.9% |
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