+234.4%
MTSI vs BROS
+3.9%
+230.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.3% | +13.2% | +11.3% |
| 7D | -10.0% | -21.2% | +11.2% | -5.8% |
| 30D | -37.2% | -11.6% | -25.6% | -35.7% |
| 3M | -30.1% | -36.7% | +6.6% | -24.3% |
| 6M | -31.9% | -42.8% | +10.9% | -26.5% |
| YTD | +23.2% | -44.8% | +68.0% | +33.1% |
| 1Y | +26.4% | -36.5% | +62.9% | +32.6% |
| 3Y | +186.2% | +27.0% | +159.2% | +157.5% |
| 5Y | +187.0% | -50.3% | +237.4% | +171.9% |
| All | +234.4% | +3.9% | +230.5% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling