+279.8%
COP vs MTSI
+896.6%
-616.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -18.4% | +17.3% | +1.5% |
| 7D | -9.7% | -24.6% | +14.9% | -6.4% |
| 30D | +4.7% | -45.7% | +50.4% | +13.3% |
| 3M | +18.5% | -27.7% | +46.3% | +21.9% |
| 6M | +11.4% | -37.3% | +48.7% | +15.3% |
| YTD | +47.9% | +11.1% | +36.8% | +37.5% |
| 1Y | +59.3% | +27.2% | +32.2% | +44.0% |
| 3Y | +23.6% | +153.7% | -130.1% | -3.8% |
| 5Y | +113.1% | +159.0% | -45.9% | +61.5% |
| 10Y | +329.1% | +405.6% | -76.5% | +154.3% |
| All | +279.8% | +896.6% | -616.8% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling