+12.5%
MTSI vs BBWI
-15.2%
+27.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.6% | +3.2% |
| 7D | +1.4% | +1.5% | -0.1% | +1.2% |
| 30D | +2.1% | -5.2% | +7.3% | +2.9% |
| 3M | -29.7% | +11.1% | -40.8% | -31.5% |
| 6M | +12.5% | -13.4% | +25.9% | +13.4% |
| All | +12.5% | -15.2% | +27.7% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling