+183.6%
MTSI vs BWA
+26.5%
+157.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.7% | +8.1% | +9.3% |
| 7D | -10.0% | -5.5% | -4.5% | -6.4% |
| 30D | -37.2% | -21.7% | -15.5% | -27.1% |
| 3M | -30.1% | -25.6% | -4.4% | -16.4% |
| 6M | -31.9% | -17.4% | -14.5% | -22.5% |
| YTD | +23.2% | +9.2% | +14.0% | +18.5% |
| 1Y | +26.4% | +9.7% | +16.7% | +21.1% |
| 3Y | +186.2% | +54.6% | +131.5% | +118.5% |
| All | +183.6% | +26.5% | +157.1% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling