+210.1%
MTSI vs SCCO
+279.1%
-69.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.2% | +3.8% | +6.3% |
| 7D | +3.5% | -0.9% | +4.4% | +4.6% |
| 30D | -30.3% | -15.0% | -15.3% | -23.6% |
| 3M | -26.0% | -9.1% | -16.9% | -21.8% |
| 6M | -36.1% | -0.9% | -35.2% | -35.3% |
| YTD | +34.3% | +29.7% | +4.6% | +17.1% |
| 1Y | +35.3% | +38.2% | -2.9% | +14.5% |
| 3Y | +217.6% | +191.5% | +26.2% | +83.7% |
| 5Y | +210.1% | +281.7% | -71.6% | +56.5% |
| All | +210.1% | +279.1% | -69.0% | +56.5% |
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