+244.7%
MTSI vs GWRE
+49.2%
+195.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -4.7% |
| 7D | +4.8% | -30.9% | +35.7% | +5.9% |
| 30D | -9.2% | -20.7% | +11.5% | -8.9% |
| 3M | -23.1% | +20.2% | -43.3% | -26.4% |
| 6M | +23.5% | -11.9% | +35.4% | +23.5% |
| YTD | +59.1% | -30.3% | +89.4% | +70.4% |
| 1Y | +106.9% | -44.6% | +151.5% | +140.0% |
| All | +244.7% | +49.2% | +195.5% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling