+159.0%
MTSI vs COO
-39.4%
+198.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.4% | -16.9% | -17.9% |
| 7D | -24.6% | +5.3% | -29.8% | -25.8% |
| 30D | -45.7% | +12.5% | -58.3% | -48.0% |
| 3M | -27.7% | -15.1% | -12.6% | -24.5% |
| 6M | -37.3% | +3.7% | -41.0% | -40.4% |
| YTD | +11.1% | -22.5% | +33.6% | +20.1% |
| 1Y | +27.2% | -7.8% | +35.0% | +26.3% |
| 3Y | +153.7% | -24.1% | +177.8% | +161.3% |
| 5Y | +159.0% | -40.1% | +199.1% | +188.2% |
| All | +159.0% | -39.4% | +198.4% | +188.2% |
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