+61.7%
MTSI vs BROS
-18.6%
+80.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -0.9% |
| 7D | -10.7% | +2.5% | -13.1% | -10.5% |
| 30D | -29.0% | +15.1% | -44.1% | -28.2% |
| 3M | -14.7% | -31.4% | +16.7% | -16.6% |
| 6M | -20.1% | -22.6% | +2.5% | -23.0% |
| YTD | +36.1% | -28.1% | +64.3% | +29.4% |
| 1Y | +61.7% | -20.3% | +82.0% | +53.3% |
| All | +61.7% | -18.6% | +80.4% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling