+196.3%
MTSI vs GWW
+93.2%
+103.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.1% |
| 7D | +10.0% | +3.6% | +6.4% | +8.0% |
| 30D | -20.3% | +12.1% | -32.5% | -24.9% |
| 3M | -24.4% | +12.9% | -37.3% | -29.2% |
| 6M | -39.2% | +19.3% | -58.5% | -45.0% |
| YTD | +35.5% | +48.7% | -13.2% | +8.0% |
| 1Y | +43.0% | +60.5% | -17.5% | +9.2% |
| 3Y | +196.3% | +93.3% | +103.0% | +92.5% |
| All | +196.3% | +93.2% | +103.0% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling