+581.1%
MTSI vs SCCO
+1,159.3%
-578.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +3.9% |
| 7D | +11.1% | +2.4% | +8.6% | +9.6% |
| 30D | -3.7% | +6.4% | -10.1% | -7.4% |
| 3M | -20.2% | +21.6% | -41.8% | -28.7% |
| 6M | +30.8% | +13.4% | +17.4% | +20.2% |
| YTD | +67.0% | +52.6% | +14.4% | +28.8% |
| 1Y | +120.4% | +122.4% | -1.9% | +38.5% |
| 3Y | +260.4% | +208.5% | +51.9% | +80.6% |
| 5Y | +356.3% | +353.9% | +2.4% | +73.7% |
| 10Y | +581.1% | +1,187.3% | -606.2% | +73.2% |
| All | +581.1% | +1,159.3% | -578.3% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SCCO 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling