+1,208.8%
MTSI vs GWW
+669.7%
+539.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.0% |
| 7D | +1.4% | +1.4% | 0.0% | +0.7% |
| 30D | +2.1% | +3.3% | -1.2% | +0.3% |
| 3M | -29.7% | +2.9% | -32.7% | -31.0% |
| 6M | +12.5% | +15.8% | -3.3% | +4.5% |
| YTD | +57.0% | +32.0% | +25.0% | +35.7% |
| 1Y | +103.9% | +29.9% | +74.0% | +77.3% |
| 3Y | +223.6% | +91.1% | +132.5% | +129.1% |
| 5Y | +321.6% | +223.9% | +97.6% | +125.1% |
| 10Y | +517.7% | +567.0% | -49.3% | +133.6% |
| All | +1,208.8% | +669.7% | +539.0% | +344.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling