+1,208.8%
MTSI vs BWA
+113.7%
+1,095.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +1.9% |
| 7D | +1.4% | +5.7% | -4.3% | -1.7% |
| 30D | +2.1% | +1.4% | +0.7% | +1.3% |
| 3M | -29.7% | -12.1% | -17.6% | -24.2% |
| 6M | +12.5% | +28.6% | -16.0% | -1.2% |
| YTD | +57.0% | +51.1% | +5.9% | +23.3% |
| 1Y | +103.9% | +55.9% | +48.0% | +56.7% |
| 3Y | +223.6% | +70.1% | +153.4% | +128.4% |
| 5Y | +321.6% | +90.7% | +230.9% | +171.1% |
| 10Y | +517.7% | +154.0% | +363.7% | +204.4% |
| All | +1,208.8% | +113.7% | +1,095.1% | +598.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling