+512.7%
MTSI vs GWW
+653.9%
-141.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.4% | +9.9% |
| 7D | +7.2% | 0.0% | +7.2% | +7.5% |
| 30D | -18.4% | +14.0% | -32.4% | -23.6% |
| 3M | -16.7% | +14.4% | -31.1% | -22.2% |
| 6M | -31.7% | +21.7% | -53.4% | -38.4% |
| YTD | +45.9% | +48.4% | -2.6% | +19.1% |
| 1Y | +47.0% | +58.4% | -11.4% | +16.0% |
| 3Y | +224.1% | +92.3% | +131.8% | +130.0% |
| 5Y | +238.5% | +221.8% | +16.7% | +83.8% |
| 10Y | +512.7% | +657.6% | -144.9% | +181.9% |
| All | +512.7% | +653.9% | -141.2% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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