+1,115.9%
MTSI vs BWA
+62.2%
+1,053.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.6% | +8.7% | +9.4% |
| 7D | +7.2% | +1.7% | +5.5% | +7.1% |
| 30D | -18.4% | -14.6% | -3.8% | -9.8% |
| 3M | -16.7% | -26.2% | +9.5% | +0.1% |
| 6M | -31.7% | -18.4% | -13.3% | -22.0% |
| YTD | +45.9% | +14.7% | +31.2% | +35.3% |
| 1Y | +47.0% | +13.3% | +33.7% | +37.0% |
| 3Y | +224.1% | +64.7% | +159.4% | +138.6% |
| 5Y | +238.5% | +32.2% | +206.4% | +171.6% |
| 10Y | +512.7% | +96.8% | +415.9% | +255.5% |
| All | +1,115.9% | +62.2% | +1,053.7% | +667.1% |
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