+217.6%
MTSI vs COO
-23.3%
+241.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.5% | +6.5% | +8.7% |
| 7D | +3.5% | +4.3% | -0.8% | +3.1% |
| 30D | -30.3% | +17.6% | -47.9% | -32.0% |
| 3M | -26.0% | -13.9% | -12.1% | -24.2% |
| 6M | -36.1% | +6.6% | -42.6% | -38.5% |
| YTD | +34.3% | -22.0% | +56.3% | +42.1% |
| 1Y | +35.3% | -8.8% | +44.1% | +35.9% |
| 3Y | +217.6% | -21.5% | +239.1% | +219.6% |
| All | +217.6% | -23.3% | +241.0% | +219.6% |
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 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