+512.7%
MTSI vs COPX
+322.8%
+189.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.8% | +9.6% | +9.8% |
| 7D | +7.2% | -1.5% | +8.7% | +9.2% |
| 30D | -18.4% | -14.0% | -4.5% | -9.0% |
| 3M | -16.7% | -17.1% | +0.4% | -4.9% |
| 6M | -31.7% | -15.9% | -15.8% | -23.2% |
| YTD | +45.9% | +2.6% | +43.3% | +40.8% |
| 1Y | +47.0% | +21.6% | +25.4% | +26.9% |
| 3Y | +224.1% | +142.7% | +81.4% | +70.8% |
| 5Y | +238.5% | +122.2% | +116.3% | +79.1% |
| 10Y | +512.7% | +338.8% | +174.0% | +99.0% |
| All | +512.7% | +322.8% | +189.9% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling