+1,002.1%
MTSI vs COPX
+125.0%
+877.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.6% | +0.3% |
| 7D | -3.8% | +1.6% | -5.4% | -4.1% |
| 30D | -31.4% | -15.0% | -16.4% | -24.0% |
| 3M | -23.8% | -18.6% | -5.2% | -13.6% |
| 6M | -37.1% | -14.9% | -22.1% | -30.6% |
| YTD | +32.2% | +1.8% | +30.4% | +29.7% |
| 1Y | +26.9% | +19.7% | +7.3% | +13.9% |
| 3Y | +193.7% | +140.9% | +52.9% | +75.0% |
| 5Y | +218.0% | +130.6% | +87.5% | +87.5% |
| 10Y | +477.8% | +326.5% | +151.3% | +137.8% |
| All | +1,002.1% | +125.0% | +877.1% | +451.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling