+826.3%
MTSI vs COO
+214.9%
+611.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.4% | -16.9% | -17.7% |
| 7D | -24.6% | +5.3% | -29.8% | -26.3% |
| 30D | -45.7% | +12.5% | -58.3% | -49.0% |
| 3M | -27.7% | -15.1% | -12.6% | -23.7% |
| 6M | -37.3% | +3.7% | -41.0% | -41.1% |
| YTD | +11.1% | -22.5% | +33.6% | +20.7% |
| 1Y | +27.2% | -7.8% | +35.0% | +25.6% |
| 3Y | +153.7% | -24.1% | +177.8% | +163.9% |
| 5Y | +159.0% | -40.1% | +199.1% | +202.2% |
| 10Y | +405.6% | +44.7% | +360.9% | +281.2% |
| All | +826.3% | +214.9% | +611.3% | +462.4% |
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