+206.9%
MTSI vs AWK
-2.4%
+209.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -6.9% | -5.3% |
| 7D | +10.0% | +0.1% | +9.9% | +10.1% |
| 30D | -20.3% | +14.3% | -34.6% | -18.5% |
| 3M | -24.4% | +10.3% | -34.7% | -22.9% |
| 6M | -39.2% | +18.9% | -58.1% | -37.6% |
| YTD | +35.5% | +17.7% | +17.8% | +38.7% |
| 1Y | +43.0% | +16.9% | +26.2% | +46.4% |
| 3Y | +196.3% | +32.2% | +164.1% | +179.2% |
| All | +206.9% | -2.4% | +209.3% | +215.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling