+43.0%
MTSI vs BWA
+12.3%
+30.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.4% |
| 7D | +10.0% | +4.3% | +5.7% | +7.2% |
| 30D | -20.3% | -13.0% | -7.3% | -12.6% |
| 3M | -24.4% | -24.8% | +0.4% | -9.8% |
| 6M | -39.2% | -23.5% | -15.7% | -27.3% |
| YTD | +35.5% | +13.8% | +21.6% | +40.4% |
| 1Y | +43.0% | +13.4% | +29.6% | +48.3% |
| All | +43.0% | +12.3% | +30.8% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling