+1,208.8%
MTSI vs BRO
+588.1%
+620.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.0% | +4.2% |
| 7D | +1.4% | -2.6% | +4.0% | +2.6% |
| 30D | +2.1% | +0.9% | +1.2% | +1.1% |
| 3M | -29.7% | +24.8% | -54.5% | -39.4% |
| 6M | +12.5% | -0.1% | +12.6% | +8.1% |
| YTD | +57.0% | -9.7% | +66.7% | +58.3% |
| 1Y | +103.9% | -24.5% | +128.4% | +126.5% |
| 3Y | +223.6% | -1.6% | +225.2% | +186.3% |
| 5Y | +321.6% | +25.6% | +296.0% | +199.0% |
| 10Y | +517.7% | +309.8% | +207.9% | +84.6% |
| All | +1,208.8% | +588.1% | +620.6% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling