+926.7%
MTSI vs BBWI
-0.2%
+926.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.3% | +14.1% | +11.7% |
| 7D | -10.0% | -6.2% | -3.8% | -8.4% |
| 30D | -37.2% | +19.9% | -57.1% | -40.5% |
| 3M | -30.1% | +7.1% | -37.2% | -32.4% |
| 6M | -31.9% | +13.7% | -45.6% | -35.9% |
| YTD | +23.2% | +9.6% | +13.6% | +15.2% |
| 1Y | +26.4% | -1.6% | +28.0% | +20.0% |
| 3Y | +186.2% | -25.9% | +212.0% | +181.5% |
| 5Y | +187.0% | -67.8% | +254.9% | +239.1% |
| 10Y | +460.4% | -43.5% | +503.8% | +393.2% |
| All | +926.7% | -0.2% | +926.8% | +600.1% |
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 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