+186.4%
COP vs MTSI
+320.9%
-134.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.5% | -1.4% |
| 7D | +3.0% | +1.4% | +1.6% | +2.9% |
| 30D | +17.5% | +2.1% | +15.4% | +16.8% |
| 3M | +13.4% | -29.7% | +43.1% | +16.7% |
| 6M | +17.7% | +12.5% | +5.2% | +12.7% |
| YTD | +46.6% | +57.0% | -10.4% | +32.3% |
| 1Y | +44.6% | +103.9% | -59.3% | +23.6% |
| 3Y | +20.7% | +223.6% | -202.9% | -9.2% |
| All | +186.4% | +320.9% | -134.5% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling