+183.6%
MTSI vs GWW
+217.3%
-33.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.7% | +11.6% | +11.2% |
| 7D | -10.0% | +6.0% | -16.0% | -12.7% |
| 30D | -37.2% | +14.0% | -51.2% | -41.6% |
| 3M | -30.1% | +12.5% | -42.6% | -34.6% |
| 6M | -31.9% | +23.6% | -55.5% | -39.6% |
| YTD | +23.2% | +43.6% | -20.4% | +0.1% |
| 1Y | +26.4% | +52.5% | -26.1% | -0.7% |
| 3Y | +186.2% | +92.6% | +93.6% | +94.0% |
| All | +183.6% | +217.3% | -33.7% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling