+246.1%
MTSI vs SCCO
+210.1%
+36.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.8% | -0.2% |
| 7D | +4.9% | +3.4% | +1.4% | +3.1% |
| 30D | -11.6% | +6.6% | -18.2% | -14.8% |
| 3M | -24.1% | +24.5% | -48.5% | -32.4% |
| 6M | +32.4% | +16.5% | +15.9% | +20.9% |
| YTD | +60.4% | +52.1% | +8.3% | +26.7% |
| 1Y | +111.0% | +114.2% | -3.2% | +41.4% |
| 3Y | +246.1% | +207.4% | +38.7% | +94.7% |
| All | +246.1% | +210.1% | +36.0% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling