+103.9%
MTSI vs BBWI
-34.3%
+138.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.6% | +3.2% |
| 7D | +1.4% | +1.5% | -0.1% | +1.3% |
| 30D | +2.1% | -5.2% | +7.3% | +2.6% |
| 3M | -29.7% | +11.1% | -40.8% | -30.9% |
| 6M | +12.5% | -13.4% | +25.9% | +14.2% |
| YTD | +57.0% | +0.1% | +56.9% | +55.8% |
| 1Y | +103.9% | -36.1% | +140.0% | +129.4% |
| All | +103.9% | -34.3% | +138.2% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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