+539.5%
MTSI vs GWW
+557.3%
-17.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.8% | +3.5% |
| 7D | +4.9% | -1.5% | +6.4% | +5.6% |
| 30D | -11.6% | +1.1% | -12.7% | -12.2% |
| 3M | -24.1% | -1.0% | -23.1% | -24.0% |
| 6M | +32.4% | +16.3% | +16.1% | +22.7% |
| YTD | +60.4% | +28.5% | +31.9% | +40.7% |
| 1Y | +111.0% | +30.3% | +80.7% | +83.5% |
| 3Y | +246.1% | +91.6% | +154.5% | +146.0% |
| 5Y | +340.3% | +224.0% | +116.3% | +138.1% |
| 10Y | +539.5% | +551.3% | -11.8% | +192.9% |
| All | +539.5% | +557.3% | -17.8% | +192.9% |
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