+193.7%
MTSI vs BWA
+64.1%
+129.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.3% |
| 7D | -3.8% | -2.4% | -1.4% | -1.7% |
| 30D | -31.4% | -17.7% | -13.7% | -22.4% |
| 3M | -23.8% | -27.0% | +3.2% | -7.8% |
| 6M | -37.1% | -17.3% | -19.8% | -28.0% |
| YTD | +32.2% | +12.9% | +19.4% | +26.6% |
| 1Y | +26.9% | +12.9% | +14.0% | +21.3% |
| 3Y | +193.7% | +62.1% | +131.6% | +116.4% |
| All | +193.7% | +64.1% | +129.6% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling