+28.9%
MTSI vs BROS
-34.1%
+63.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.6% | +2.4% | +8.5% |
| 7D | +3.5% | -17.9% | +21.4% | +5.1% |
| 30D | -30.3% | -5.4% | -25.0% | -28.5% |
| 3M | -26.0% | -32.1% | +6.1% | -25.5% |
| 6M | -36.1% | -31.7% | -4.4% | -37.9% |
| YTD | +34.3% | -41.2% | +75.5% | +29.8% |
| All | +28.9% | -34.1% | +63.0% | +22.4% |
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