+471.4%
MTSI vs BWA
+101.5%
+370.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.4% | +3.6% | +5.9% |
| 7D | +3.5% | -0.6% | +4.1% | +4.7% |
| 30D | -30.3% | -16.1% | -14.2% | -22.1% |
| 3M | -26.0% | -24.6% | -1.4% | -12.0% |
| 6M | -36.1% | -15.7% | -20.4% | -28.2% |
| YTD | +34.3% | +15.1% | +19.2% | +24.2% |
| 1Y | +35.3% | +15.9% | +19.4% | +24.3% |
| 3Y | +217.6% | +67.1% | +150.5% | +130.3% |
| 5Y | +210.1% | +34.7% | +175.4% | +143.8% |
| 10Y | +471.4% | +99.5% | +371.9% | +265.8% |
| All | +471.4% | +101.5% | +370.0% | +265.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling