+106.5%
MTSI vs AWK
+1.3%
+105.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.4% |
| 7D | +1.4% | +1.7% | -0.3% | +2.7% |
| 30D | +2.1% | +5.6% | -3.5% | +6.4% |
| 3M | -29.7% | +15.9% | -45.6% | -22.4% |
| 6M | +12.5% | +4.6% | +8.0% | +19.1% |
| YTD | +57.0% | +10.1% | +47.0% | +68.0% |
| All | +106.5% | +1.3% | +105.2% | +110.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling