+468.8%
MTSI vs BBWI
-47.4%
+516.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.0% | -5.9% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -20.3% | +12.9% | -33.2% | -23.1% |
| 3M | -24.4% | +16.0% | -40.4% | -28.2% |
| 6M | -39.2% | +16.6% | -55.8% | -42.8% |
| YTD | +35.5% | +9.7% | +25.7% | +27.2% |
| 1Y | +43.0% | +1.5% | +41.5% | +35.3% |
| 3Y | +196.3% | -21.4% | +217.6% | +188.2% |
| 5Y | +210.0% | -67.6% | +277.6% | +261.1% |
| All | +468.8% | -47.4% | +516.2% | +400.7% |
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