+564.3%
MTSI vs BRO
+294.2%
+270.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +2.2% | -7.3% | +9.5% | +5.3% |
| 30D | -11.5% | -6.9% | -4.7% | -9.5% |
| 3M | -26.6% | +10.7% | -37.3% | -32.5% |
| 6M | +23.5% | -2.7% | +26.2% | +20.1% |
| YTD | +60.5% | -16.3% | +76.8% | +67.5% |
| 1Y | +109.7% | -29.1% | +138.8% | +139.1% |
| 3Y | +247.8% | -7.8% | +255.7% | +214.4% |
| 5Y | +328.4% | +18.7% | +309.7% | +203.9% |
| All | +564.3% | +294.2% | +270.1% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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