+326.2%
MTSI vs BROS
+43.3%
+282.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.3% |
| 7D | +1.4% | -6.7% | +8.1% | +2.5% |
| 30D | +2.1% | -29.1% | +31.2% | +7.3% |
| 3M | -29.7% | -16.7% | -13.0% | -28.7% |
| 6M | +12.5% | -11.6% | +24.1% | +12.0% |
| YTD | +57.0% | -23.9% | +80.9% | +60.3% |
| 1Y | +103.9% | -34.8% | +138.7% | +113.3% |
| 3Y | +223.6% | +62.1% | +161.5% | +178.0% |
| All | +326.2% | +43.3% | +282.9% | +283.1% |
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 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