+1,029.2%
MTSI vs GWRE
+427.4%
+601.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.2% |
| 7D | +10.0% | -2.0% | +12.0% | +10.8% |
| 30D | -20.3% | -4.1% | -16.3% | -20.2% |
| 3M | -24.4% | -13.4% | -11.1% | -23.9% |
| 6M | -39.2% | +26.0% | -65.2% | -50.2% |
| YTD | +35.5% | -21.3% | +56.8% | +31.4% |
| 1Y | +43.0% | -27.5% | +70.5% | +44.0% |
| 3Y | +196.3% | +72.7% | +123.6% | +82.3% |
| 5Y | +210.0% | +26.4% | +183.7% | +116.5% |
| 10Y | +469.1% | +169.3% | +299.7% | +190.7% |
| All | +1,029.2% | +427.4% | +601.8% | +417.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling