+1,237.2%
MTSI vs BRO
+556.9%
+680.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +4.3% |
| 7D | +4.9% | -5.4% | +10.3% | +7.4% |
| 30D | -11.6% | -4.3% | -7.3% | -10.4% |
| 3M | -24.1% | +17.8% | -41.9% | -32.6% |
| 6M | +32.4% | -6.8% | +39.2% | +31.7% |
| YTD | +60.4% | -13.8% | +74.2% | +65.0% |
| 1Y | +111.0% | -27.8% | +138.8% | +138.9% |
| 3Y | +246.1% | -4.7% | +250.8% | +209.4% |
| 5Y | +340.3% | +20.6% | +319.7% | +217.2% |
| 10Y | +539.5% | +293.7% | +245.8% | +94.2% |
| All | +1,237.2% | +556.9% | +680.3% | +243.8% |
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