+539.5%
MTSI vs COPX
+592.9%
-53.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | -0.4% |
| 7D | +4.9% | +5.8% | -0.9% | +1.2% |
| 30D | -11.6% | +7.2% | -18.8% | -15.7% |
| 3M | -24.1% | +16.5% | -40.6% | -31.4% |
| 6M | +32.4% | +18.4% | +14.0% | +17.1% |
| YTD | +60.4% | +31.9% | +28.5% | +30.3% |
| 1Y | +111.0% | +88.5% | +22.5% | +36.2% |
| 3Y | +246.1% | +173.1% | +73.0% | +68.7% |
| 5Y | +340.3% | +193.1% | +147.2% | +93.3% |
| 10Y | +539.5% | +591.7% | -52.2% | +72.8% |
| All | +539.5% | +592.9% | -53.4% | +72.8% |
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