+111.0%
MTSI vs BROS
-30.1%
+141.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.1% |
| 7D | +4.9% | -0.9% | +5.8% | +4.9% |
| 30D | -11.6% | -13.5% | +1.9% | -11.8% |
| 3M | -24.1% | -18.4% | -5.6% | -26.2% |
| 6M | +32.4% | -10.6% | +43.0% | +25.0% |
| YTD | +60.4% | -25.1% | +85.5% | +55.5% |
| 1Y | +111.0% | -28.6% | +139.6% | +84.1% |
| All | +111.0% | -30.1% | +141.1% | +84.1% |
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