+1,002.1%
MTSI vs SCCO
+882.8%
+119.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | +0.1% |
| 7D | -3.8% | -1.8% | -2.0% | -2.3% |
| 30D | -31.4% | -17.8% | -13.6% | -23.6% |
| 3M | -23.8% | -12.5% | -11.2% | -18.0% |
| 6M | -37.1% | -4.1% | -33.0% | -35.3% |
| YTD | +32.2% | +25.5% | +6.7% | +16.8% |
| 1Y | +26.9% | +31.0% | -4.0% | +9.8% |
| 3Y | +193.7% | +178.7% | +15.0% | +69.7% |
| 5Y | +218.0% | +279.7% | -61.6% | +52.1% |
| 10Y | +477.8% | +691.4% | -213.7% | +94.2% |
| All | +1,002.1% | +882.8% | +119.3% | +207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling