+477.8%
MTSI vs AWK
+152.9%
+324.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -3.8% | +2.7% | -6.5% | -4.3% |
| 30D | -31.4% | +16.7% | -48.0% | -33.3% |
| 3M | -23.8% | +11.7% | -35.5% | -25.5% |
| 6M | -37.1% | +21.9% | -59.0% | -39.9% |
| YTD | +32.2% | +17.6% | +14.6% | +26.7% |
| 1Y | +26.9% | +19.8% | +7.1% | +20.9% |
| 3Y | +193.7% | +31.0% | +162.8% | +157.2% |
| 5Y | +218.0% | -3.0% | +221.0% | +210.8% |
| 10Y | +477.8% | +156.8% | +321.0% | +330.8% |
| All | +477.8% | +152.9% | +324.8% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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