+238.5%
MTSI vs BROS
-49.0%
+287.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.5% |
| 7D | +7.2% | -20.4% | +27.6% | +12.7% |
| 30D | -18.4% | -6.1% | -12.4% | -17.1% |
| 3M | -16.7% | -29.4% | +12.7% | -10.7% |
| 6M | -31.7% | -31.5% | -0.2% | -28.1% |
| YTD | +45.9% | -42.8% | +88.7% | +58.2% |
| 1Y | +47.0% | -37.5% | +84.5% | +55.7% |
| 3Y | +224.1% | +27.2% | +196.9% | +181.5% |
| 5Y | +238.5% | -47.0% | +285.5% | +226.9% |
| All | +238.5% | -49.0% | +287.5% | +226.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling