+103.9%
MTSI vs BROS
-35.3%
+139.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.5% |
| 7D | +1.4% | -6.7% | +8.1% | +1.3% |
| 30D | +2.1% | -29.1% | +31.2% | +1.5% |
| 3M | -29.7% | -16.7% | -13.0% | -31.6% |
| 6M | +12.5% | -11.6% | +24.1% | +7.1% |
| YTD | +57.0% | -23.9% | +80.9% | +52.6% |
| 1Y | +103.9% | -34.8% | +138.7% | +85.8% |
| All | +103.9% | -35.3% | +139.2% | +85.8% |
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