+471.4%
MTSI vs BBWI
-41.3%
+512.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +8.6% |
| 7D | +3.5% | -6.2% | +9.7% | +5.3% |
| 30D | -30.3% | +25.5% | -55.8% | -34.5% |
| 3M | -26.0% | +8.0% | -34.0% | -28.4% |
| 6M | -36.1% | +12.7% | -48.8% | -39.4% |
| YTD | +34.3% | +11.6% | +22.6% | +25.6% |
| 1Y | +35.3% | -0.9% | +36.2% | +28.8% |
| 3Y | +217.6% | -22.7% | +240.3% | +210.4% |
| 5Y | +210.1% | -67.2% | +277.3% | +260.2% |
| 10Y | +471.4% | -43.7% | +515.1% | +405.1% |
| All | +471.4% | -41.3% | +512.7% | +405.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling