+110.7%
COP vs MTSI
+208.2%
-97.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.0% | -10.3% | -2.0% |
| 7D | -8.4% | +3.5% | -11.9% | -8.9% |
| 30D | +0.3% | -30.3% | +30.6% | +2.7% |
| 3M | +15.1% | -26.0% | +41.1% | +16.9% |
| 6M | +19.8% | -36.1% | +55.9% | +22.5% |
| YTD | +46.8% | +34.3% | +12.5% | +33.1% |
| 1Y | +59.7% | +35.3% | +24.5% | +44.3% |
| 3Y | +28.7% | +217.6% | -188.9% | -5.2% |
| 5Y | +110.7% | +210.1% | -99.4% | +47.4% |
| All | +110.7% | +208.2% | -97.5% | +47.4% |
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