+324.5%
MTSI vs BRO
+17.6%
+306.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.8% |
| 7D | +4.8% | -8.6% | +13.4% | +5.5% |
| 30D | -9.2% | -6.9% | -2.2% | -8.7% |
| 3M | -23.1% | +10.5% | -33.6% | -25.6% |
| 6M | +23.5% | -2.8% | +26.3% | +23.1% |
| YTD | +59.1% | -16.1% | +75.2% | +64.8% |
| 1Y | +106.9% | -27.6% | +134.5% | +125.0% |
| 3Y | +243.2% | -7.3% | +250.4% | +220.1% |
| 5Y | +324.5% | +19.0% | +305.6% | +233.2% |
| All | +324.5% | +17.6% | +306.9% | +233.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling