+451.3%
MTSI vs COO
+41.2%
+410.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.6% | +11.7% |
| 7D | -10.0% | +4.7% | -14.7% | -12.0% |
| 30D | -37.2% | +13.9% | -51.1% | -41.5% |
| 3M | -30.1% | -14.9% | -15.1% | -26.1% |
| 6M | -31.9% | +2.0% | -33.9% | -35.9% |
| YTD | +23.2% | -23.9% | +47.1% | +35.5% |
| 1Y | +26.4% | -9.6% | +36.0% | +25.8% |
| 3Y | +186.2% | -25.4% | +211.6% | +199.1% |
| 5Y | +187.0% | -41.2% | +228.2% | +241.5% |
| All | +451.3% | +41.2% | +410.1% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling