+1,208.8%
MTSI vs AWK
+466.4%
+742.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | +1.7% | -0.3% | +1.1% |
| 30D | +2.1% | +5.6% | -3.5% | +1.0% |
| 3M | -29.7% | +15.9% | -45.6% | -32.1% |
| 6M | +12.5% | +4.6% | +8.0% | +10.8% |
| YTD | +57.0% | +10.1% | +47.0% | +52.7% |
| 1Y | +103.9% | +2.1% | +101.8% | +100.9% |
| 3Y | +223.6% | +9.8% | +213.7% | +202.3% |
| 5Y | +321.6% | -15.4% | +336.9% | +325.6% |
| 10Y | +517.7% | +129.4% | +388.3% | +383.1% |
| All | +1,208.8% | +466.4% | +742.4% | +771.8% |
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 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