+120.4%
MTSI vs COPX
+87.6%
+32.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.6% |
| 7D | +11.1% | +6.0% | +5.1% | +7.5% |
| 30D | -3.7% | +6.4% | -10.1% | -7.2% |
| 3M | -20.2% | +19.3% | -39.5% | -28.3% |
| 6M | +30.8% | +16.2% | +14.6% | +18.0% |
| YTD | +67.0% | +33.2% | +33.9% | +34.8% |
| 1Y | +120.4% | +90.2% | +30.2% | +73.3% |
| All | +120.4% | +87.6% | +32.8% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling