+1,019.2%
MTSI vs COPX
+132.4%
+886.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.6% | +3.4% | +5.9% |
| 7D | +3.5% | +3.3% | +0.2% | +2.3% |
| 30D | -30.3% | -12.2% | -18.1% | -24.2% |
| 3M | -26.0% | -14.5% | -11.5% | -18.4% |
| 6M | -36.1% | -12.2% | -23.9% | -30.7% |
| YTD | +34.3% | +5.2% | +29.1% | +29.4% |
| 1Y | +35.3% | +27.0% | +8.3% | +17.5% |
| 3Y | +217.6% | +149.1% | +68.5% | +85.8% |
| 5Y | +210.1% | +132.1% | +78.0% | +82.2% |
| 10Y | +471.4% | +365.9% | +105.5% | +126.3% |
| All | +1,019.2% | +132.4% | +886.9% | +450.4% |
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