+43.8%
MTSI vs COO
-13.9%
+57.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.9% |
| 7D | +29.1% | -2.1% | +31.2% | +28.4% |
| 30D | -20.4% | +13.9% | -34.3% | -17.8% |
| 3M | -20.9% | -18.9% | -2.0% | -24.0% |
| 6M | -32.3% | +3.7% | -36.0% | -33.8% |
| YTD | +43.5% | -24.1% | +67.6% | +50.5% |
| 1Y | +43.8% | -14.2% | +58.0% | +50.0% |
| All | +43.8% | -13.9% | +57.7% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling