+183.6%
MTSI vs COO
-41.6%
+225.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.6% | +11.4% |
| 7D | -10.0% | +4.7% | -14.7% | -11.3% |
| 30D | -37.2% | +13.9% | -51.1% | -40.2% |
| 3M | -30.1% | -14.9% | -15.1% | -27.0% |
| 6M | -31.9% | +2.0% | -33.9% | -35.0% |
| YTD | +23.2% | -23.9% | +47.1% | +33.7% |
| 1Y | +26.4% | -9.6% | +36.0% | +26.3% |
| 3Y | +186.2% | -25.4% | +211.6% | +196.1% |
| All | +183.6% | -41.6% | +225.2% | +218.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling