+926.7%
MTSI vs AWK
+505.0%
+421.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.4% | +12.2% | +11.0% |
| 7D | -10.0% | +4.1% | -14.1% | -10.6% |
| 30D | -37.2% | +18.0% | -55.2% | -39.1% |
| 3M | -30.1% | +12.2% | -42.3% | -31.7% |
| 6M | -31.9% | +21.2% | -53.1% | -34.8% |
| YTD | +23.2% | +17.6% | +5.6% | +18.1% |
| 1Y | +26.4% | +19.2% | +7.2% | +20.6% |
| 3Y | +186.2% | +26.7% | +159.4% | +156.8% |
| 5Y | +187.0% | -1.3% | +188.4% | +178.0% |
| 10Y | +460.4% | +159.7% | +300.7% | +328.4% |
| All | +926.7% | +505.0% | +421.7% | +574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling