+330.9%
MTSI vs SCCO
+318.5%
+12.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | +1.4% | -5.3% | +6.6% | +3.9% |
| 30D | +2.1% | +2.7% | -0.6% | +0.2% |
| 3M | -29.7% | +4.2% | -33.9% | -31.6% |
| 6M | +12.5% | -0.6% | +13.2% | +11.2% |
| YTD | +57.0% | +45.0% | +12.1% | +28.4% |
| 1Y | +103.9% | +109.3% | -5.4% | +40.7% |
| 3Y | +223.6% | +180.8% | +42.8% | +89.3% |
| All | +330.9% | +318.5% | +12.5% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling