+231.9%
MTSI vs COO
-23.4%
+255.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +3.7% |
| 7D | +1.4% | -2.2% | +3.6% | +1.8% |
| 30D | +2.1% | -7.0% | +9.1% | +3.2% |
| 3M | -29.7% | +12.2% | -41.9% | -32.5% |
| 6M | +12.5% | -15.1% | +27.6% | +17.5% |
| YTD | +57.0% | -15.1% | +72.1% | +63.7% |
| 1Y | +103.9% | +2.3% | +101.6% | +99.6% |
| All | +231.9% | -23.4% | +255.3% | +239.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling