+244.7%
MTSI vs BRO
-7.4%
+252.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.9% |
| 7D | +4.8% | -8.6% | +13.4% | +2.3% |
| 30D | -9.2% | -6.9% | -2.2% | -10.6% |
| 3M | -23.1% | +10.5% | -33.6% | -22.0% |
| 6M | +23.5% | -2.8% | +26.3% | +25.9% |
| YTD | +59.1% | -16.1% | +75.2% | +62.9% |
| 1Y | +106.9% | -27.6% | +134.5% | +116.9% |
| All | +244.7% | -7.4% | +252.2% | +231.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling