+512.7%
MTSI vs SCCO
+681.3%
-168.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.0% | +9.6% |
| 7D | +7.2% | -2.4% | +9.6% | +9.5% |
| 30D | -18.4% | -16.5% | -2.0% | -8.8% |
| 3M | -16.7% | -10.4% | -6.3% | -10.8% |
| 6M | -31.7% | -2.8% | -28.9% | -30.3% |
| YTD | +45.9% | +27.2% | +18.7% | +25.1% |
| 1Y | +47.0% | +33.6% | +13.4% | +22.7% |
| 3Y | +224.1% | +182.4% | +41.7% | +68.5% |
| 5Y | +238.5% | +262.8% | -24.2% | +43.8% |
| 10Y | +512.7% | +724.4% | -211.7% | +54.7% |
| All | +512.7% | +681.3% | -168.6% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling