+1,208.8%
MTSI vs BBWI
-8.8%
+1,217.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.6% | +2.7% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | +2.1% | -5.2% | +7.3% | +2.8% |
| 3M | -29.7% | +11.1% | -40.8% | -32.6% |
| 6M | +12.5% | -13.4% | +25.9% | +14.2% |
| YTD | +57.0% | +0.1% | +56.9% | +51.8% |
| 1Y | +103.9% | -36.1% | +140.0% | +119.6% |
| 3Y | +223.6% | -44.1% | +267.7% | +246.0% |
| 5Y | +321.6% | -66.2% | +387.8% | +396.1% |
| 10Y | +517.7% | -54.8% | +572.5% | +493.2% |
| All | +1,208.8% | -8.8% | +1,217.6% | +822.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling