+1,208.8%
MTSI vs COO
+245.1%
+963.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +4.2% |
| 7D | +1.4% | -2.2% | +3.6% | +2.4% |
| 30D | +2.1% | -7.0% | +9.1% | +5.1% |
| 3M | -29.7% | +12.2% | -41.9% | -35.1% |
| 6M | +12.5% | -15.1% | +27.6% | +19.5% |
| YTD | +57.0% | -15.1% | +72.1% | +66.3% |
| 1Y | +103.9% | +2.3% | +101.6% | +94.2% |
| 3Y | +223.6% | -23.7% | +247.2% | +243.7% |
| 5Y | +321.6% | -38.9% | +360.5% | +398.6% |
| 10Y | +517.7% | +49.9% | +467.8% | +364.5% |
| All | +1,208.8% | +245.1% | +963.7% | +674.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling