+564.3%
MTSI vs GWRE
+131.0%
+433.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +2.2% | -13.2% | +15.4% | +7.5% |
| 30D | -11.5% | -18.6% | +7.0% | -7.0% |
| 3M | -26.6% | +18.9% | -45.5% | -37.0% |
| 6M | +23.5% | -11.0% | +34.5% | +16.2% |
| YTD | +60.5% | -29.9% | +90.4% | +67.4% |
| 1Y | +109.7% | -44.3% | +154.1% | +147.8% |
| 3Y | +247.8% | +51.7% | +196.2% | +104.2% |
| 5Y | +328.4% | +15.4% | +313.0% | +192.5% |
| All | +564.3% | +131.0% | +433.4% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling